Product of exponentials and spectral radius of random k-circulants
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Product of exponentials and spectral radius of random \(k\)-circulants
Product of exponentials and spectral radius of random \(k\)-circulants
eigenvaluesGumbel distributionk-circulant matrixLaplace asymptoticslarge dimensional random matrixlinear processnormal approximationspectral densityspectral radiustail of product
Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
Recommendations
Cites work
- \(g\)-circulant solutions to the (0,1) matrix equation \(A^m=J_n\)
- A few remarks on the operator norm of random Toeplitz matrices
- A limit theorem at the edge of a non-Hermitian random matrix ensemble
- A limit theorem for the norm of random matrices
- A note on the largest eigenvalue of a large dimensional sample covariance matrix
- A remark on the maximum eigenvalue for circulant matrices
- Circulant matrices and the spectra of de Bruijn graphs
- Extreme value theory for moving average processes
- From light tails to heavy tails through multiplier
- scientific article; zbMATH DE number 3117699 (Why is no real title available?)
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- scientific article; zbMATH DE number 3258653 (Why is no real title available?)
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Limiting behavior of the eigenvalues of a multivariate F matrix
- Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
- Limiting spectral distribution of random \(k\)-circulants
- Multi-level \(k\)-circulant supersaturated designs
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- On maxima of periodograms of stationary processes
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- On the spectra of Gaussian matrices
- On the spectral norm of a random Toeplitz matrix
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
- Optimal mixed-level \(k\)-circulant supersaturated designs
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices
- Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
- Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
- Some asymptotic results for the periodogram of a stationary time series
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- Spectral norm of circulant type matrices with heavy tailed entries
- Spectral norm of circulant-type matrices
- Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
- The Distribution of Products of Beta, Gamma and Gaussian Random Variables
- The maximum of the periodogram of a non-Gaussian sequence.
- The smallest eigenvalue of a large dimensional Wishart matrix
- The spectral radii and norms of large dimensional non-central random atrices matrices
- The spectral radius of large random matrices
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