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- W2000280501 abstract "Nous considerons des matrices aleatoires k-circulantes de taille n × n avec n → ∞ et k = k(n), dont les entrees {al}l≥0 sont des variables aleatoires, de moment (2 + δ) fini, independantes et identiquement distribuees. Nous etudions la distribution asymptotique du rayon spectral, lorsque n = kg + 1. Pour etablir cette distribution asymptotique, nous calculons d’abord le comportement de la queue du produit de g variables aleatoires exponentielles i.i.d. Ensuite, en utilisant un resultat sur le comportement des queues et les techniques appropriees d’approximation normale, nous montrons que, apres renormalisation et recentrage, la distribution limite est une distribution de Gumbel. Nous identifions explicitement les constantes de recentrage et de remise a l’echelle." @default.
- W2000280501 created "2016-06-24" @default.
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- W2000280501 date "2012-05-01" @default.
- W2000280501 modified "2023-10-16" @default.
- W2000280501 title "Product of exponentials and spectral radius of random k-circulants" @default.
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- W2000280501 doi "https://doi.org/10.1214/10-aihp404" @default.
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