Fluctuations of eigenvalues for random Toeplitz and related matrices
Consider random symmetric Toeplitz matrices Tn=(ai−j)[superscript n]i,j=1 with matrix entries aj,j=0,1,2,⋯, being independent real random variables such that E[aj]=0, E[|aj|2]=1 for j=0,1,2,⋯, (homogeneity of 4-th moments) κ=E[|aj|4], and further (uniform boundedness) supj≥0E[|aj|k]=Ck<∞ for...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Mathematical Statistics
2014
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| Online Access: | http://hdl.handle.net/1721.1/89526 https://orcid.org/0000-0002-8579-1686 |