Limiting Spectral Distributions of Families of Block Matrix Ensembles

Abstract

We introduce a new matrix operation on a pair of matrices, sw(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.