Product of exponentials and spectral radius of random \(k\)-circulants

DOI10.1214/10-AIHP404zbMath1244.60010OpenAlexW2000280501MaRDI QIDQ424701

Arup Bose, Rajat Subhra Hazra, Koushik Saha

Publication date: 4 June 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1334148206

zbMATH Keywords

eigenvaluesspectral radiuslinear processspectral densityGumbel distributionnormal approximationk-circulant matrixLaplace asymptoticslarge dimensional random matrixtail of product

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Statistics of extreme values; tail inference (62G32) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Limit theorems in probability theory (60F99)

Related Items (3)

Tail asymptotic of Weibull-type risks ⋮ Circulant type matrices with heavy tailed entries ⋮ The asymptotic distribution of the condition number for random circulant matrices

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