Fluctuations of eigenvalues of patterned random matrices

DOI10.1063/1.4983570zbMath1379.60005arXiv1610.00864OpenAlexW2527854583MaRDI QIDQ5282859

Kartick Adhikari, Koushik Saha

Publication date: 17 July 2017

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.00864

zbMATH Keywords

circulant matrixtotal variation normreverse circulant metrics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices ⋮ Universality in the fluctuation of eigenvalues of random circulant matrices ⋮ Random Toeplitz matrices: The condition number under high stochastic dependence ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant 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 ⋮ Linear eigenvalue statistics of random matrices with a variance profile ⋮ Patterned random matrices: deviations from universality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Half independence and half cumulants
• Spectral norm of circulant-type matrices
• Spectral norm of circulant type matrices with heavy tailed entries
• Circulant type matrices with heavy tailed entries
• Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices
• Limiting spectral distributions of some band matrices
• Convergence of joint moments for independent random patterned matrices
• A CLT for a band matrix model
• Multi-level \(k\)-circulant supersaturated designs
• On fluctuations of eigenvalues of random band matrices
• Poisson convergence of eigenvalues of circulant type matrices
• Fluctuations of eigenvalues and second order Poincaré inequalities
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Limiting spectral distribution of circulant type matrices with dependent inputs
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Nonlinear time series. Nonparametric and parametric methods
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• On fluctuations of eigenvalues of random Hermitian matrices.
• Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices
• On the spectral norm of a random Toeplitz matrix
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Majorizing measures: The generic chaining
• Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices
• CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES
• Circulant matrices and the spectra of de Bruijn graphs
• Circulant matrices and time-series analysis
• Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Toeplitz and Circulant Matrices: A Review
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements

This page was built for publication: Fluctuations of eigenvalues of patterned random matrices