Limiting spectral distribution of circulant type matrices with dependent inputs (Q1039193)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limiting spectral distribution of circulant type matrices with dependent inputs |
scientific article |
Statements
Limiting spectral distribution of circulant type matrices with dependent inputs (English)
0 references
20 November 2009
0 references
large dimensional random matrix
0 references
eigenvalues
0 references
circulant matrix
0 references
symmetric circulant matrix
0 references
reverse circulant matrix
0 references
k circulant matrix
0 references
empirical spectral distribution
0 references
limiting spectral distribution
0 references
moving average process
0 references
spectral density
0 references
normal approximation
0 references