Limiting spectral distribution of circulant type matrices with dependent inputs

DOI10.1214/EJP.v14-714zbMath1188.15033MaRDI QIDQ1039193

Arup Bose, Koushik Saha, Rajat Subhra Hazra

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226392

zbMATH Keywords

eigenvaluescirculant matrixmoving average processspectral densitynormal approximationempirical spectral distributionlimiting spectral distributionlarge dimensional random matrixreverse circulant matrixsymmetric circulant matrixk circulant matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Random measures (60G57) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items (9)

Fluctuations of eigenvalues of patterned random matrices ⋮ Limiting spectral distribution of a class of Hankel type random matrices ⋮ Limiting spectral distribution of a new random matrix model with dependence across rows and columns ⋮ Poisson convergence of eigenvalues of circulant type matrices ⋮ Circulant type matrices with heavy tailed entries ⋮ Spectral norm of circulant-type matrices ⋮ Limiting spectral distribution of random \(k\)-circulants ⋮ Concentration of the empirical spectral distribution of random matrices with dependent entries ⋮ The asymptotic distribution of the condition number for random circulant matrices

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