A non-Gaussian limit for linear eigenvalue statistics of Hankel matrices
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Publication:6411063
arXiv2209.08252MaRDI QIDQ6411063FDOQ6411063
Authors: Kiran Kumar A. S., Shambhu Nath Maurya, Koushik Saha 
Publication date: 17 September 2022
Abstract: This article focuses on linear eigenvalue statistics of Hankel matrices with independent entries. Using the convergence of moments we show that the linear eigenvalue statistics of Hankel matrices for odd degree monomials with degree greater than or equal to three does not converge in distribution to a Gaussian random variable. This result is a departure from the known results, Liu, Sun and Wang (2012), Kumar and Maurya (2022), of linear eigenvalue statistics of Hankel matrices for even degree monomial test functions, where the limits were Gaussian random variables.
Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)
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