Bose, Arup ; Maurya, Shambhu Nath ; Saha, Koushik (2022) Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices Journal of Mathematical Physics, 63 (3). 033304. ISSN 0022-2488
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Official URL: http://doi.org/10.1063/5.0060178
Related URL: http://dx.doi.org/10.1063/5.0060178
Abstract
We consider the n × n reverse circulant and symmetric circulant random matrices with independent Brownian motion entries. With polynomial test functions ϕ, we discuss the joint fluctuation and tightness (in t and ϕ) of the time dependent linear eigenvalue statistics of these matrices as n → ∞ and show convergence to appropriate Gaussian processes. The proofs are mainly combinatorial.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to American Institute of Physics. |
| ID Code: | 135025 |
| Deposited On: | 18 Jan 2023 06:20 |
| Last Modified: | 18 Jan 2023 06:20 |
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