Spectral norm of circulant-type matrices
Publication:548147
DOI10.1007/S10959-009-0257-ZzbMath1241.60006OpenAlexW2153562362MaRDI QIDQ548147
Arup Bose, Rajat Subhra Hazra, Koushik Saha
Publication date: 28 June 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-009-0257-z
eigenvaluesToeplitz matrixHankel matrixcirculant matrixmoving average processspectral densitynormal approximationspectral normreverse circulant matrixsymmetric circulant matrix\(k\)-circulant matrixlarge-dimensional random matrix
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)
Related Items (26)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On maxima of periodograms of stationary processes
- A few remarks on the operator norm of random Toeplitz matrices
- Another look at the moment method for large dimensional random matrices
- Limiting spectral distribution of circulant type matrices with dependent inputs
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- The maximum of the periodogram of a non-Gaussian sequence.
- Limiting spectral distribution of a special circulant
- Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
- On the spectral norm of a random Toeplitz matrix
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
- Some results on random circulant matrices
- Circulant matrices and time-series analysis
- The spectral radii and norms of large dimensional non-central random atrices matrices
- Introduction to Time Series and Forecasting
- Some asymptotic results for the periodogram of a stationary time series
- Identification of the parameters of a multivariate normal vector by the distribution of the maximum
This page was built for publication: Spectral norm of circulant-type matrices