Product of exponentials and spectral radius of random k-circulants
DOI10.1214/10-AIHP404zbMATH Open1244.60010OpenAlexW2000280501MaRDI QIDQ424701FDOQ424701
Authors: Arup Bose, Rajat Subhra Hazra, Koushik Saha 
Publication date: 4 June 2012
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1334148206
Recommendations
normal approximationeigenvaluesspectral densityspectral radiusGumbel distributionlinear processk-circulant matrixLaplace asymptoticslarge dimensional random matrixtail of product
Convergence of probability measures (60B10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)
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Cited In (4)
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