Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

DOI10.1016/j.spl.2021.109273zbMath1478.60016arXiv2104.07912OpenAlexW3205401327MaRDI QIDQ2070644

Shambhu Nath Maurya, Kiran Kumar A. S.

Publication date: 24 January 2022

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

Full work available at URL: https://arxiv.org/abs/2104.07912

zbMATH Keywords

weak convergenceBrownian motioncentral limit theoremlinear eigenvalue statisticsband Hankel matrixtime dependent fluctuations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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Linear eigenvalue statistics of XX′ matrices

Cites Work

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