Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2020
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| _version_ | 1866929389478871040 |
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| author | Bose, Arup Maurya, Shambhu Nath Saha, Koushik |
| author_facet | Bose, Arup Maurya, Shambhu Nath Saha, Koushik |
| contents | Consider the $n \times n$ reverse circulant $RC_n(t)$ and symmetric circulant $SC_n(t)$ matrices with independent Brownian motion entries. We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of these matrices as $n \tends \infty$, when the test functions of the statistics are polynomials. The proofs are mainly combinatorial, based on the trace formula, method of moments and some results on process convergence. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2010_05152 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices Bose, Arup Maurya, Shambhu Nath Saha, Koushik Probability 60B20 Consider the $n \times n$ reverse circulant $RC_n(t)$ and symmetric circulant $SC_n(t)$ matrices with independent Brownian motion entries. We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of these matrices as $n \tends \infty$, when the test functions of the statistics are polynomials. The proofs are mainly combinatorial, based on the trace formula, method of moments and some results on process convergence. |
| title | Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices |
| topic | Probability 60B20 |
| url | https://arxiv.org/abs/2010.05152 |