Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries

Fuente: arXiv
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Autori principali: Maurya, Shambhu Nath, Saha, Koushik
Natura: Preprint
Pubblicazione: 2020
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author Maurya, Shambhu Nath
Saha, Koushik
author_facet Maurya, Shambhu Nath
Saha, Koushik
contents In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(RC_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \text{Tr} ϕ(RC_n)$ obey the central limit theorem (CLT) type result, where $ϕ$ is a nice test function.
format Preprint
id arxiv_https___arxiv_org_abs_2005_00984
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries
Maurya, Shambhu Nath
Saha, Koushik
Probability
60B20
In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(RC_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \text{Tr} ϕ(RC_n)$ obey the central limit theorem (CLT) type result, where $ϕ$ is a nice test function.
title Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries
topic Probability
60B20
url https://arxiv.org/abs/2005.00984