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.
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $. Our derivation is based on the trace formula of circulant matrix, method of moments and some combinatorial techniques.
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian distribution in total variation norm when the matrices are constructed using i.i.d. normal random variables. We also calculate the limiting variance of the linear spectral statistics for circulant, symmetric circulant and reverse circulant matrices.
In this article, we study the fluctuation of linear eigenvalue statistics of symmetric circulant matrices $(SC_n)$ with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \Tr ϕ(SC_n)$ obey the central limit theorem (CLT) type result, where $ϕ$ is a nice test function.
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between circulant matrices and cyclic groups. It is shown that, under mild conditions, when the size of the group G goes to infinity, the spectral measures of such random matrices approach a deterministic limit. Depending on some aspects of the structure of the groups, whether the matrices are constrained to be Hermitian, and a few details of the distributions of the matrix…
Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For the skew-symmetric Wigner, skew-symmetric Toeplitz and the skew-symmetric Circulant, the LSDs (on the imaginary axis) are the same as those in the symmetric cases. For the skew-symmetric Hankel and the skew-symmetric Reverse Circulant however, we obtain new LSDs. We also show the existence of the LSDs for the triangular versions of these matrices. We then int…
In this paper we consider memoryless one-bit compressed sensing with randomly subsampled Gaussian circulant matrices. We show that in a small sparsity regime and for small enough accuracy $δ$, $m\sim δ^{-4} s\log(N/sδ)$ measurements suffice to reconstruct the direction of any $s$-sparse vector up to accuracy $δ$ via an efficient program. We derive this result by proving that partial Gaussian circulant matrices satisfy an $\ell_1/\ell_2$ RIP-property. Under a slightly worse dependence on $δ$, we establish stability with respect to approximate sparsity, as well as full vector recovery results.
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with $k-$weakly dependent entries need not to be the semicircle law in the limit.
This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008) \cite{bose_sen_LSD_EJP}, and Bose, Hazra and Saha (2011) \cite{bose_saha_patter_JC_annals}, respectively. But this article provides alternate proofs of these results which are shorter than the existing proofs. Our method is mainly based on moment method.
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that the limiting spectral measure (the density of normalized eigenvalues) converges weakly and almost surely, independent of p, to a distribution which is almost the standard Gaussian. The deviations from Gaussian behavior can be interpreted as arising from obstructions to solutions of Diophantine equations. We show that these obstructions vanish if instead one…
We present optimal sample complexity estimates for one-bit compressed sensing problems in a realistic scenario: the procedure uses a structured matrix (a randomly sub-sampled circulant matrix) and is robust to analog pre-quantization noise as well as to adversarial bit corruptions in the quantization process. Our results imply that quantization is not a statistically expensive procedure in the presence of nontrivial analog noise: recovery requires the same sample size one would have needed had the measurement matrix been Gaussian and the noisy analog measurements been given as data.
We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the probabilities of large deviations. We also show that random symmetric band Toeplitz matrices have the same limit norm assuming that their band widths remain small relative to their sizes. We compare the limit norms across a range of related random matrix and graph ensembles.
We study the joint convergence of independent copies of several patterned matrices in the noncommutative probability setup. In particular, joint convergence holds for the well known Wigner, Toeplitz, Hankel, reverse circulant and symmetric circulant matrices. We also study some properties of the limits. In particular, we show that copies of Wigner becomes asymptotically free with copies of any of the above other matrices.
Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin patterned ensembles sitting inside all real symmetric matrices, frequently there is no nice closed form expression for the limiting measure. Further, current theorems provide few pictures of transitions between ensembles. We consider the ensemble of symmetric m-block circulant matrices with entries i.i.d.r.v. These matrices have toroidal diagonals periodic of period…
In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to succeed when the restricted isometry constants of the sampling matrix are small. Many potential applications of compressed sensing involve a data-acquisition process that proceeds by convolution with a random pulse followed by (nonrandom) subsampling. At present, the theoretical analysis of this measurement technique is lacking. This paper demonstrates that…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular sequences of groups the limiting distribution of eigenvalues (resp. singular values) is a mixture of eigenvalue (resp. singular value) distributions of Ginibre matrices with the directing measure being related to the limiting behavior of the Plancherel measure of the sequence of groups. In particular for the sequence of symmetric groups, the limiting distri…