Universality in the fluctuation of eigenvalues of random circulant matrices
Probability
2018-02-13 v2
Abstract
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
Keywords
Cite
@article{arxiv.1708.02726,
title = {Universality in the fluctuation of eigenvalues of random circulant matrices},
author = {Kartick Adhikari and Koushik Saha},
journal= {arXiv preprint arXiv:1708.02726},
year = {2018}
}
Comments
11 pages, To appear in Statistics and Probability Letters