Poisson convergence of eigenvalues of circulant type matrices

DOI10.1007/s10687-010-0115-5zbMath1329.60007OpenAlexW1964593833MaRDI QIDQ906623

Arup Bose, Koushik Saha, Rajat Subhra Hazra

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0115-5

zbMATH Keywords

eigenvaluespoint processcirculant matrixmoving average processspectral densitynormal approximationPoisson random measurelarge dimensional random matrixreverse circulant matrixsymmetric circulant matrix\(k\)-circulant matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)

Related Items (10)

The spectral norms of \(g\)-circulant matrices with classical Fibonacci and Lucas numbers entries ⋮ Fluctuations of eigenvalues of patterned random matrices ⋮ Limiting spectral distribution of a class of Hankel type random matrices ⋮ Unnamed Item ⋮ The explicit identities for spectral norms of circulant-type matrices involving binomial coefficients and harmonic numbers ⋮ Invertibility and explicit inverses of circulant-type matrices with \(k\)-Fibonacci and \(k\)-Lucas numbers ⋮ Circulant type matrices with the sum and product of Fibonacci and Lucas numbers ⋮ The invertibility, explicit determinants, and inverses of circulant and left circulant and \(g\)-circulant matrices involving any continuous Fibonacci and Lucas numbers ⋮ VanderLaan circulant type matrices ⋮ The asymptotic distribution of the condition number for random circulant matrices

Cites Work

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• \(g\)-circulant solutions to the (0,1) matrix equation \(A^m=J_n\)
• Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
• The maximum of the periodogram of a non-Gaussian sequence.
• Limiting spectral distribution of a special circulant
• Circulant matrices and the spectra of de Bruijn graphs
• Circulant matrices and time-series analysis
• An Introduction to Random Matrices
• Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
• Some asymptotic results for the periodogram of a stationary time series

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