Circulant type matrices with heavy tailed entries
AbstractWe study the limiting spectral distribution for a class of circulant type random matrices with heavy tailed input sequence. Unlike the light tailed case where the limit is nonrandom, here the limit is a random probability distribution. We provide an explicit representation of the limit.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 81 (2011)
Issue (Month): 11 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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