Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries

Autor: Maurya, Shambhu Nath, Saha, Koushik
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1063/5.0020477
Popis: In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(RC_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \text{Tr} \phi(RC_n)$ obey the central limit theorem (CLT) type result, where $\phi$ is a nice test function.
Comment: 18 pages, 3 figures. arXiv admin note: text overlap with arXiv:2004.11294
Databáze: arXiv