Circular law

In probability theory, more specifically the study of random matrices, the circular law concerns the distribution of eigenvalues of an n × n {\displaystyle n\times n} random matrix with independent and identically distributed entries in the limit n → ∞ {\displaystyle n\to \infty } . It asserts that for any sequence of random n × n matrices whose entries are independent and identically distributed random variables, all with mean zero and variance equal to 1/n, the limiting spectral distribution is the uniform distribution over the unit disc.

Source: Wikipedia — Circular law (CC BY-SA 4.0)

Circular law

In probability theory, more specifically the study of random matrices, the circular law concerns the distribution of eigenvalues of an n × n {\displaystyle n\times n} random matrix with independent and identically distributed entries in the limit n → ∞ {\displaystyle n\to \infty } . It asserts that for any sequence of random n × n matrices whose entries are independent and identically distributed random variables, all with mean zero and variance equal to 1/n, the limiting spectral distribution is the uniform distribution over the unit disc.

Source: Wikipedia "Circular law" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy