Circulant type matrices with heavy tailed entries
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.
Volume (Year): 81 (2011)
Issue (Month): 11 (November)
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References listed on IDEAS
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- Bose, Arup & Mitra, Joydip, 2002. "Limiting spectral distribution of a special circulant," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 111-120, November.
- 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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