Bose, Arup ; Maurya, Shambhu Nath ; Saha, Koushik (2021) Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices Random Matrices: Theory and Applications, 10 (04). ISSN 2010-3263
Full text not available from this repository.
Official URL: http://doi.org/10.1142/S2010326321500325
Related URL: http://dx.doi.org/10.1142/S2010326321500325
Abstract
We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to ∞ . Our derivation is based on the trace formula of circulant matrix, method of moments and some combinatorial techniques.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to World Scientific Publishing Co Pte Ltd. |
| ID Code: | 135028 |
| Deposited On: | 18 Jan 2023 06:31 |
| Last Modified: | 18 Jan 2023 06:31 |
Repository Staff Only: item control page
