Fluctuations of eigenvalues of patterned random matrices

DOI10.1063/1.4983570MaRDI QIDQ5282859zbMATH OpenOpenAlexFDO

Authors Kartick Adhikari, Koushik Saha

Publication date 17 July 2017

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.00864

zbMATH Keywords

circulant matrixtotal variation normreverse circulant metrics

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian distribution in total variation norm when the matrices are constructed using i.i.d. normal random variables. We also calculate the limiting variance of the linear spectral statistics for circulant, symmetric circulant and reverse circulant matrices.

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Cited in

(23)

• Fluctuations of eigenvalues and second order Poincaré inequalities
• Convergence of joint moments for independent random patterned matrices
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
• Shape fluctuations and random matrices
• On fluctuations of eigenvalues of random permutation matrices
• The spectra of random abelian \(G\)-circulant matrices
• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Fluctuation of Matrix Entries and Application to Outliers of Elliptic Matrices
• Bulk eigenvalue fluctuations of sparse random matrices
• Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries
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