The asymptotic distribution of the condition number for random circulant matrices

DOI10.1007/s10687-022-00442-wzbMath1504.60011arXiv2109.02282OpenAlexW4283803331WikidataQ114226491 ScholiaQ114226491MaRDI QIDQ2093404

Paulo Cesar Manrique Mirón, Gerardo Barrera

Publication date: 8 November 2022

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.02282

zbMATH Keywords

condition numberGumbel distributionFréchet distributionRayleigh distributioncirculant random matricesLyapunov integrability condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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