Bulk behaviour of skew-symmetric patterned random matrices (1402.3683v1)

Abstract: 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 introduce a related modification of the symmetric matrices by changing the sign of the lower triangle part of the matrices. In this case, the modified Wigner, modified Hankel and the modified Reverse Circulants have the same LSDs as their usual symmetric counterparts while new LSDs are obtained for the modified Toeplitz and the modified Symmetric Circulant.