Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices

DOI10.1142/s2010326321500325zbMath1528.60010arXiv1909.00686OpenAlexW3096890697MaRDI QIDQ6063717

Arup Bose, Shambhu Nath Maurya, Koushik Saha

Publication date: 8 November 2023

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

Full work available at URL: https://arxiv.org/abs/1909.00686

zbMATH Keywords

Brownian motionGaussian processGaussian distributioncentral limit theoremcirculant matrixlinear eigenvalue statisticsprocess convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices ⋮ Linear eigenvalue statistics of XX′ matrices

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