Bose, Arup ; Hazra, Rajat ; Saha, Koushik (2009) Limiting Spectral Distribution of Circulant Type Matrices with Dependent Inputs Electronic Journal of Probability, 14 . pp. 2463-2491. ISSN 1083-6489
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Official URL: http://doi.org/10.1214/EJP.v14-714
Related URL: http://dx.doi.org/10.1214/EJP.v14-714
Abstract
Limiting spectral distribution (LSD) of scaled eigenvalues of circulant, symmetric circulant and a class of k-circulant matrices are known when the input sequence is independent and identically distributed with finite moments of suitable order. We derive the LSD of these matrices when the input sequence is a stationary, two sided moving average process of infinite order. The limits are suitable mixtures of normal, symmetric square root of the chisquare, and other mixture distributions, with the spectral density of the process involved in the mixtures.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Institute of Mathematical Statistics. |
| Keywords: | Kcirculant Matrix; Circulant Matrix; Eigenvalues; Empirical Spectral Distribution; Large Dimensional Random Matrix; Limiting Spectral Distribution; Moving Average Process; Norma; Reverse Circulant Matrix; Spectral Density; Symmetric Circulant Matrix. |
| ID Code: | 121026 |
| Deposited On: | 08 Jul 2021 11:30 |
| Last Modified: | 08 Jul 2021 11:30 |
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