随机循环矩阵特征值波动的普适性
概率论
2018-02-13 v2
摘要
我们证明了对于一大类输入序列，循环矩阵特征值的线性统计量服从 Gauss 中心极限定理。
引用
@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}
}
备注
11 pages, To appear in Statistics and Probability Letters