Circulant type matrices with heavy tailed entries

DOI10.1016/J.SPL.2011.07.001MaRDI QIDQ643247zbMATH OpenOpenAlexFDO

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

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

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

Mathematics Subject Classification ID

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

Recommendations

• Spectral norm of circulant type matrices with heavy tailed entries
• Extremum of circulant type matrices: a survey
• Random circulant matrices
• Limiting spectral distribution of a special circulant
• Limiting spectral distribution of circulant type matrices with dependent inputs

Cites work

• A generalization of Wigner's law
• Convergence to a stable distribution via order statistics
• scientific article; zbMATH DE number 1420721 (Why is no real title available?)
• Limiting spectral distribution of a special circulant
• Limiting spectral distribution of circulant type matrices with dependent inputs
• On the empirical measure of the Fourier coefficients with infinite variance data
• Product of exponentials and spectral radius of random k-circulants
• Spectral measure of heavy tailed band and covariance random matrices
• Spectral norm of circulant type matrices with heavy tailed entries
• Spectral norm of circulant-type matrices
• The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables
• The spectrum of heavy tailed random matrices

Cited in

(11)

• 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
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
• The spectral norms of g-circulant matrices with classical Fibonacci and Lucas numbers entries
• Product of exponentials and spectral radius of random k-circulants
• Random circulant matrices
• On the g-circulant matrices
• Extremum of circulant type matrices: a survey
• Fluctuations of eigenvalues of patterned random matrices
• Spectral norm of circulant type matrices with heavy tailed entries
• Limiting eigenvalue distribution of heavy-tailed Toeplitz matrices

This page was built for publication: Circulant type matrices with heavy tailed entries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q643247)