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Universality in the fluctuation of eigenvalues of random circulant matrices

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  • Adhikari, Kartick
  • Saha, Koushik

Abstract

We show that the linear statistics of eigenvalues of random circulant matrices obey the Gaussian central limit theorem for a large class of input sequences.

Suggested Citation

  • Adhikari, Kartick & Saha, Koushik, 2018. "Universality in the fluctuation of eigenvalues of random circulant matrices," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 1-8.
    • Handle: RePEc:eee:stapro:v:138:y:2018:i:c:p:1-8
    DOI: 10.1016/j.spl.2018.02.011
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    References listed on IDEAS

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    1. Jonsson, Dag, 1982. "Some limit theorems for the eigenvalues of a sample covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 1-38, March.
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    Cited by:

    1. A.S., Kiran Kumar & Maurya, Shambhu Nath, 2022. "Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices," Statistics & Probability Letters, Elsevier, vol. 181(C).
    2. Maurya, Shambhu Nath & Saha, Koushik, 2020. "Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices," Statistics & Probability Letters, Elsevier, vol. 166(C).

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