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

DOI10.1016/J.SPL.2020.108875MaRDI QIDQ2216952zbMATH OpenOpenAlexFDO

Authors 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

Gaussian processGaussian distributionBrownian motionlinear eigenvalue statisticsprocess convergenceband Toeplitz matrix

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• Fluctuations of eigenvalues and second order Poincaré inequalities
• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Fluctuations of eigenvalues of patterned random matrices
• On fluctuations for random band Toeplitz matrices
• Universality in the fluctuation of eigenvalues of random circulant matrices
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$

Cited in

(5)

• Linear eigenvalue statistics of XX′ matrices
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
• On fluctuations for random band Toeplitz matrices
• Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

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