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Circulant type matrices with heavy tailed entries

Author

Listed:
  • Bose, Arup
  • Guha, Suman
  • Hazra, Rajat Subhra
  • Saha, Koushik

Abstract

We 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.

Suggested Citation

  • Bose, Arup & Guha, Suman & Hazra, Rajat Subhra & Saha, Koushik, 2011. "Circulant type matrices with heavy tailed entries," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1706-1716, November.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:11:p:1706-1716
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    References listed on IDEAS

    as
    1. Bose, Arup & Mitra, Joydip, 2002. "Limiting spectral distribution of a special circulant," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 111-120, November.
    2. Knight, Keith, 1991. "On the empirical measure of the Fourier coefficients with infinite variance data," Statistics & Probability Letters, Elsevier, vol. 12(2), pages 109-117, August.
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