Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices

DOI10.1016/j.spl.2020.108875zbMath1455.60015OpenAlexW3041302127MaRDI QIDQ2216952

Shambhu Nath Maurya, Koushik Saha

Publication date: 18 December 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108875

zbMATH Keywords

Brownian motionGaussian processGaussian distributionlinear eigenvalue statisticsprocess convergenceband Toeplitz matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65)

Related Items (3)

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices ⋮ Linear eigenvalue statistics of XX′ matrices ⋮ Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

Cites Work

• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Fluctuations of eigenvalues and second order Poincaré inequalities
• Universality in the fluctuation of eigenvalues of random circulant matrices
• On fluctuations for random band Toeplitz matrices
• Fluctuations of eigenvalues of patterned random matrices
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• Unnamed Item

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