Product of exponentials and spectral radius of random k-circulants
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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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- 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
- 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 Statistics for the Largest Eigenvalues in Random Matrix Ensembles
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices
- 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
- \(g\)-circulant solutions to the (0,1) matrix equation \(A^m=J_n\)
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