Fluctuations of eigenvalues for random Toeplitz and related matrices

DOI10.1214/EJP.v17-2006zbMath1284.60017arXiv1010.3394MaRDI QIDQ392678

Xin Sun, Dang-Zheng Liu, Zheng-Dong Wang

Publication date: 15 January 2014

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

Full work available at URL: https://arxiv.org/abs/1010.3394

zbMATH Keywords

random matricesHankel matrixcentral limit theoremlinear statistics of eigenvaluesToeplitz (band) matrix

Mathematics Subject Classification ID

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

Related Items (11)

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices ⋮ Fluctuations of eigenvalues of patterned random matrices ⋮ Universality in the fluctuation of eigenvalues of random circulant matrices ⋮ Distribution of eigenvalues of Toeplitz matrices with smooth entries ⋮ 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 ⋮ On eigenvalue distribution of varying Hankel and Toeplitz matrices with entries of power growth or decay ⋮ 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

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