Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

DOI10.1016/J.SPL.2021.109273MaRDI QIDQ2070644zbMATH OpenOpenAlexFDO

Authors Kiran Kumar A. S., Shambhu Nath Maurya

Publication date 24 January 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.07912

zbMATH Keywords

band Hankel matrixBrownian motioncentral limit theoremlinear eigenvalue statisticstime dependent fluctuationsweak convergence

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We study linear eigenvalue statistics of band Hankel matrices with Brownian motion entries. We prove that, the centred, normalized linear eigenvalue statistics of band Hankel matrices obey a central limit theorem (CLT) type result. We also discuss the convergence of linear eigenvalue statistics of band Hankel matrices with independent entries for odd power monomials. Our method is based on trace formula, moment method and some results of process convergence.

Recommendations

• Eigenvalue asymptotics for a class of multi-variable Hankel matrices
• On asymptotic behavior of multilinear eigenvalue statistics of random matrices
• Asymptotic Behavior of Eigenvalues of Hankel Operators
• Linear eigenvalue statistics of random matrices with a variance profile
• Eigenvalue estimates for Hankel matrices
• A quantitative central limit theorem for linear statistics of random matrix eigenvalues
• Limiting spectral distribution of a class of Hankel type random matrices
• Asymptotics of eigenvalues of symmetric random matrices
• Séminaire de Probabilités XXXVI
• A singular linear statistic for a perturbed LUE and the Hankel matrices

Cites work

• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• An introduction to random matrices
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Fluctuations of linear eigenvalue statistics of random band matrices
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 1347881 (Why is no real title available?)
• Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices
• Limiting spectral distributions of some band matrices
• On fluctuations for random band Toeplitz matrices
• On the traces of Laguerre processes
• Padé-type approximation and general orthogonal polynomials
• Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• The classical moment problem and some related questions in analysis
• The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
• Universality in the fluctuation of eigenvalues of random circulant matrices
• Wishart processes

Cited in

(3)

• On the spectrum of banded Hankel matrices
• Linear eigenvalue statistics of XX′ matrices
• A non-Gaussian limit for linear eigenvalue statistics of Hankel matrices

This page was built for publication: Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2070644)