Spectrum of random centrosymmetric matrices; CLT and circular law

被引:0
作者
Jana, Indrajit [1 ]
Rani, Sunita [1 ]
机构
[1] Indian Inst Technol, Dept Math, Khordha 752050, Odisha, India
关键词
Centrosymmetric matrix; linear eigenvalue statistics; central limit theorem; circular law; LINEAR EIGENVALUE STATISTICS; CENTRAL-LIMIT-THEOREM; FLUCTUATIONS;
D O I
10.1142/S2010326324500266
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper, we analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of random centrosymmetric matrices converge to a normal distribution. We find the exact expression of the variance of the limiting normal distribution via combinatorial arguments. Moreover, we argue that the limiting spectral distribution of properly scaled centrosymmetric matrices follows the circular law.
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页数:31
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