Circulant type matrices with heavy tailed entries (Q643247)

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scientific article; zbMATH DE number 5965252
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    Circulant type matrices with heavy tailed entries
    scientific article; zbMATH DE number 5965252

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      Circulant type matrices with heavy tailed entries (English)
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      28 October 2011
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      Given positive integers \(k,n\), a \(k\)-circulant matrix is of the form \[ A_{k,n}=\begin{bmatrix} X_1&X_2&X_3&\cdots&X_{n-1}&X_n\\ X_{n-k+1}&X_{n-k+2}&X_{n-k+3}&\cdots&X_{n-k-1}&X_{n-k}\\ X_{n-2k+1}&X_{n-2k+2}&X_{n-2k+3}&\cdots&X_{n-2k-1}&X_{n-2k}\\ & & & \vdots \\ X_{k+1}& X_{k+2}& X_{k+3}& \cdots &X_{k-1}&X_k \end{bmatrix} \] The authors consider \(k\)-circulant matrices where \(X_1,\dots X_n\) are independent identically distributed random matrices in the domain of attraction of a stable law with index \(\alpha\in(0,2)\). For such matrices, the limit of the empirical spectral distribution is calculated in the cases \(n=k^m+1\), \(n=k^m-1\), and symmetric.
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      empirical spectral distribution
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      \(k\) circulant matrix
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      large dimensional random matrix
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      reverse circulant matrix
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      symmetric circulant matrix
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