Universality in the fluctuation of eigenvalues of random circulant matrices

DOI10.1016/j.spl.2018.02.011zbMath1463.62201arXiv1708.02726OpenAlexW2963727536MaRDI QIDQ1642236

Kartick Adhikari, Koushik Saha

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02726

zbMATH Keywords

Gaussian distributioncentral limit theoremcirculant matrixspectral normlinear statistics of eigenvalues

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (7)

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices ⋮ Linear eigenvalue statistics of XX′ matrices ⋮ Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices ⋮ Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries ⋮ Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices ⋮ Linear eigenvalue statistics of random matrices with a variance profile

Cites Work

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• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Fluctuations of eigenvalues of patterned random matrices
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