Tallennettuna:
| Päätekijät: | , , |
|---|---|
| Aineistotyyppi: | Preprint |
| Julkaistu: |
2023
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| Aiheet: | |
| Linkit: | https://arxiv.org/abs/2305.02808 |
| Tagit: |
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Sisällysluettelo:
- This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow \infty$ and $p/n \rightarrow λ\in (0, \infty)$, the linear eigenvalue statistics of these matrices for polynomial test functions converge in distribution to Gaussian random variables. We also discuss the linear eigenvalue statistics of $H_{n\times p}H'_{n\times p}$, when $H_{n\times p}$ is an $n\times p$ Hankel matrix. As a result of our studies, we also derive in-probability limit and a central limit theorem type result for Schettan norm of rectangular Toeplitz matrices. To establish the results, we use method of moments.