Circulant type matrices with heavy tailed entries

DOI10.1016/j.spl.2011.07.001zbMath1229.15031OpenAlexW2020660121MaRDI QIDQ643247

Koushik Saha, Rajat Subhra Hazra, Suman Guha, Arup Bose

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.07.001

zbMATH Keywords

empirical spectral distributionlarge dimensional random matrixreverse circulant matrixsymmetric circulant matrix\(k\) circulant matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (6)

The spectral norms of \(g\)-circulant matrices with classical Fibonacci and Lucas numbers entries ⋮ Fluctuations of eigenvalues of patterned random matrices ⋮ Unnamed Item ⋮ Statistical inference of spectral estimation for continuous-time MA processes with finite second moments ⋮ The explicit identities for spectral norms of circulant-type matrices involving binomial coefficients and harmonic numbers ⋮ The asymptotic distribution of the condition number for random circulant matrices

Cites Work

• Unnamed Item
• Product of exponentials and spectral radius of random \(k\)-circulants
• Spectral norm of circulant-type matrices
• Spectral norm of circulant type matrices with heavy tailed entries
• The spectrum of heavy tailed random matrices
• A generalization of Wigner's law
• Limiting spectral distribution of circulant type matrices with dependent inputs
• Convergence to a stable distribution via order statistics
• On the empirical measure of the Fourier coefficients with infinite variance data
• Limiting spectral distribution of a special circulant
• Spectral measure of heavy tailed band and covariance random matrices
• The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables

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