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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク circular law ： ウィキペディア英語版 circular law In probability theory, more specifically the study of random matrices, the circular law describes the distribution of eigenvalues of an random matrix with independent and identically distributed entries in the limit . It asserts that for any sequence of whose entries are independent and identically distributed random variables, all with mean zero and variance equal to , the limiting spectral distribution is the uniform distribution over the unit disc. ==Precise statement== Let $(X\_n)\_^\backslash infty$ be a sequence of matrix ensembles whose entries are i.i.d. copies of a complex random variable with mean 0 and variance 1. Let $\backslash lambda\_1,\; \backslash ldots,\; \backslash lambda\_n,\; 1\; \backslash leq\; j\; \backslash leq\; n$ denote the eigenvalues of $\backslash displaystyle\; \backslash frac(A)\; =\; n^\; \backslash \#\backslash ~,\; \backslash quad\; A\; \backslash in\; \backslash mathcal(\backslash mathbb)$. With these definitions in mind, the circular law asserts the sequence of measures $\backslash displaystyle\; \backslash mu\_\}\; X\_n\}(x,y)$ converges in probability to the uniform measure on the unit disk. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「circular law」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.