Spectral norm of circulant type matrices with heavy tailed entries

DOI10.1214/ECP.V15-1554zbMath1226.60008OpenAlexW2061050382MaRDI QIDQ638205

Arup Bose, Rajat Subhra Hazra, Koushik Saha

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle69f9.html

zbMATH Keywords

eigenvaluesToeplitz matrixcirculant matrixmoving average processspectral normlarge dimensional random matrixreverse circulant matrixsymmetric circulant matrixpower transfer function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

Related Items (5)

Fluctuations of eigenvalues of patterned random matrices ⋮ Product of exponentials and spectral radius of random \(k\)-circulants ⋮ The top eigenvalue of the random Toeplitz matrix and the sine kernel ⋮ Circulant type matrices with heavy tailed entries ⋮ The asymptotic distribution of the condition number for random circulant matrices

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