Bose, A. ; Mitra, Joydip (2002) Limiting spectral distribution of a special circulant Statistics & Probability Letters, 60 (1). pp. 111-120. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(02)00289-4
Abstract
The limiting spectral distribution of random matrices is known only in a few special situations. In this article, we derive the limiting spectral distribution of a particular variant of a circulant random matrix. Our simulations demonstrate that the convergence to the limit is quite fast. Our method of proof also allows us to show that the limiting spectral distribution for a symmetric version of the Toeplitz matrix is the normal distribution.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Eigenvalue; Empirical Spectral Distribution; Limiting Spectral Distribution; Central Limit Theorem; Normal Approximation |
| ID Code: | 5457 |
| Deposited On: | 18 Oct 2010 10:02 |
| Last Modified: | 20 May 2011 10:55 |
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