Abstract
Let [Formula: see text] is a positive definite matrix and [Formula: see text] with [Formula: see text] being independent and identically distributed (i.i.d.) centered real random variables. Consider the matrix [Formula: see text] where [Formula: see text] and [Formula: see text] are two projection matrices (deterministic or random) satisfying [Formula: see text] and [Formula: see text]. Additionally, if [Formula: see text] and [Formula: see text] are random matrices, they are independent of [Formula: see text]. In this paper, we demonstrate that the empirical spectral distribution of [Formula: see text] converges almost surely to a non-random distribution when [Formula: see text] and [Formula: see text], assuming [Formula: see text] has finite second moment.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
