Circulant type matrices with heavy tailed entries
Given positive integers \(k,n\), a \(k\)-circulant matrix is of the form \[ A_{k,n}=\begin{bmatrix} X_1&X_2&X_3&\cdots&X_{n-1}&X_n\\ X_{n-k+1}&X_{n-k+2}&X_{n-k+3}&\cdots&X_{n-k-1}&X_{n-k}\\ X_{n-2k+1}&X_{n-2k+2}&X_{n-2k+3}&\cdots&X_{n-2k-1}&X_{n-2k}\\ & & & \vdots \\ X_{k+1}& X_{k+2}& X_{k+3}& \cdots &X_{k-1}&X_k \end{bmatrix} \] The authors consider \(k\)-circulant matrices where \(X_1,\dots X_n\) are independent identically distributed random matrices in the domain of attraction of a stable law with index \(\alpha\in(0,2)\). For such matrices, the limit of the empirical spectral distribution is calculated in the cases \(n=k^m+1\), \(n=k^m-1\), and symmetric.
- 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
- 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)
