Fluctuations of eigenvalues of patterned random matrices
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Publication:5282859
DOI10.1063/1.4983570zbMATH Open1379.60005arXiv1610.00864OpenAlexW2527854583MaRDI QIDQ5282859FDOQ5282859
Authors: Kartick Adhikari, Koushik Saha 
Publication date: 17 July 2017
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1610.00864
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Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)
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Cited In (23)
- Fluctuations of eigenvalues for random Toeplitz and related matrices
- Replica-symmetric approach to the typical eigenvalue fluctuations of Gaussian random matrices
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