Asymptotic Behaviour of Linear eigenvalue statistics of Hankel matrices
Probability
2021-04-19 v1
Abstract
We study linear eigenvalue statistics of band Hankel matrices with Brownian motion entries. We prove that, the centred, normalized linear eigenvalue statistics of band Hankel matrices obey a central limit theorem (CLT) type result. We also discuss the convergence of linear eigenvalue statistics of band Hankel matrices with independent entries for odd power monomials. Our method is based on trace formula, moment method and some results of process convergence.
Keywords
Cite
@article{arxiv.2104.07912,
title = {Asymptotic Behaviour of Linear eigenvalue statistics of Hankel matrices},
author = {Kiran Kumar A. S. and Shambhu Nath Maurya},
journal= {arXiv preprint arXiv:2104.07912},
year = {2021}
}
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13 pages