IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v166y2020ics0167715220301784.html
   My bibliography  Save this article

Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices

Author

Listed:
  • Maurya, Shambhu Nath
  • Saha, Koushik

Abstract

We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of band Toeplitz matrices with independent Brownian motion entries, as the dimension of matrix goes to infinity. Here the band width bn of the n×n Toeplitz matrix goes to infinity with n at the rate of o(n).

Suggested Citation

  • Maurya, Shambhu Nath & Saha, Koushik, 2020. "Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices," Statistics & Probability Letters, Elsevier, vol. 166(C).
    • Handle: RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301784
    DOI: 10.1016/j.spl.2020.108875
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715220301784
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2020.108875?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Adhikari, Kartick & Saha, Koushik, 2018. "Universality in the fluctuation of eigenvalues of random circulant matrices," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 1-8.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. A.S., Kiran Kumar & Maurya, Shambhu Nath, 2022. "Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices," Statistics & Probability Letters, Elsevier, vol. 181(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A.S., Kiran Kumar & Maurya, Shambhu Nath, 2022. "Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices," Statistics & Probability Letters, Elsevier, vol. 181(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:166:y:2020:i:c:s0167715220301784. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.