Limiting Spectral Distributions of Families of Block Matrix Ensembles

Abstract

We introduce a new matrix operation on a pair of matrices, swirl(A,X), and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh distribution. In proving this, we provide a novel combinatorial proof that the random matrix ensemble of circulant Hankel matrices converges almost surely to the Rayleigh distribution, using the method of moments.

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