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Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries

Probability 2024-06-19 v1

Abstract

In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant (RCn)(RC_n) matrices with independent entries which satisfy some moment conditions. We show that 1nTrϕ(RCn)\frac{1}{\sqrt{n}} \text{Tr} \phi(RC_n) obey the central limit theorem (CLT) type result, where ϕ\phi is a nice test function.

Keywords

Cite

@article{arxiv.2005.00984,
  title  = {Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries},
  author = {Shambhu Nath Maurya and Koushik Saha},
  journal= {arXiv preprint arXiv:2005.00984},
  year   = {2024}
}

Comments

18 pages, 3 figures. arXiv admin note: text overlap with arXiv:2004.11294