CONVERGENCE OF A CLASS OF TOEPLITZ TYPE MATRICES

DOI10.1142/S2010326313500068zbMath1277.60013OpenAlexW2067839906MaRDI QIDQ2853396

Sreela Gangopadhyay, Koushik Saha, Arup Bose

Publication date: 21 October 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326313500068

zbMATH Keywords

weak convergenceeigenvaluesToeplitz matrixmethod of momentslimiting spectral distributionlarge dimensional random matrixjoint convergencesemi-circular lawfinite diagonal matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Another look at the moment method for large dimensional random matrices
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö

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