Poisson convergence of eigenvalues of circulant type matrices

被引：0
作者：
Arup Bose
Rajat Subhra Hazra
Koushik Saha
机构：
[1] Indian Statistical Institute,Statistics and Mathematics Unit
来源：
Extremes | 2011年 / 14卷
关键词：
Circulant matrix; -circulant matrix; Eigenvalues; Large dimensional random matrix; Moving average process; Normal approximation; Point process; Poisson random measure; Reverse circulant matrix; Spectral density; Symmetric circulant matrix; 60B20; 60G55; 60F99;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider the point processes based on the eigenvalues of the reverse circulant, symmetric circulant and k-circulant matrices with i.i.d. entries and show that they converge to a Poisson random measures in vague topology. The joint convergence of upper ordered eigenvalues and their spacings follow from this. We extend these results partially to the situation where the entries are come from a two sided moving average process.
引用
收藏
页码：365 / 392
页数：27
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