Abstract
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random circulant matrix is shown to be complex normal, and bounds are given for the probability that a circulant sign matrix is singular.
Information
Published: 1 January 2009
First available in Project Euclid: 2 February 2010
zbMATH: 1243.60008
MathSciNet: MR2797949
Digital Object Identifier: 10.1214/09-IMSCOLL514
Subjects:
Primary:
15A52
Secondary:
60F05
Keywords:
Circulant matrix
,
Eigenvalues
,
Random matrix
Rights: Copyright © 2009, Institute of Mathematical Statistics
