Limiting spectral distribution of a special circulant
From MaRDI portal
Publication:1871319
DOI10.1016/S0167-7152(02)00289-4zbMath1014.60038MaRDI QIDQ1871319
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
eigenvalue; central limit theorem; normal approximation; empirical spectral distribution; limiting spectral distribution
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
60F99: Limit theorems in probability theory
Related Items
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Distribution of eigenvalues of highly palindromic Toeplitz matrices, Spectral norm of circulant-type matrices, Circulant type matrices with heavy tailed entries, Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices, Limiting spectral distributions of some band matrices, Limiting spectral distribution of random \(k\)-circulants, A new method for bounding rates of convergence of empirical spectral distributions, Limiting spectral distribution of \(XX^{\prime }\) matrices, Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices, Limiting spectral distribution of a symmetrized auto-cross covariance matrix, Spectral measure of large random Hankel, Markov and Toeplitz matrices, Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices, The limiting spectral measure for ensembles of symmetric block circulant matrices, SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES, Limiting spectral distribution of a class of Hankel type random matrices, On fluctuations for random band Toeplitz matrices
Cites Work