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

被引：3

作者：

Maurya, Shambhu Nath ^{[1
]}

Saha, Koushik ^{[1
]}

机构：

[1] Indian Inst Technol, Dept Math, Mumbai 400076, Maharashtra, India

来源：

STATISTICS & PROBABILITY LETTERS | 2020年 / 166卷

关键词：

Process convergence; Linear eigenvalue statistics; Band Toeplitz matrix; Brownian motion; Gaussian distribution; Gaussian process;

D O I：

10.1016/j.spl.2020.108875

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 b(n) of the n x n Toeplitz matrix goes to infinity with n at the rate of o(n). (C) 2020 Elsevier B.V. All rights reserved.

引用

页数：11

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