Limiting spectral distribution of circulant type matrices with dependent inputs.

Bose, Arup, Hazra, Rajat Subhra, and Saha, Koushik. "Limiting spectral distribution of circulant type matrices with dependent inputs.." Electronic Journal of Probability [electronic only] 14 (2009): 2463-2491. <http://eudml.org/doc/226392>.

@article{Bose2009,
author = {Bose, Arup, Hazra, Rajat Subhra, Saha, Koushik},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {large dimensional random matrix; eigenvalues; circulant matrix; symmetric circulant matrix; reverse circulant matrix; k circulant matrix; empirical spectral distribution; limiting spectral distribution; moving average process; spectral density; normal approximation},
language = {eng},
pages = {2463-2491},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Limiting spectral distribution of circulant type matrices with dependent inputs.},
url = {http://eudml.org/doc/226392},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Bose, Arup
AU - Hazra, Rajat Subhra
AU - Saha, Koushik
TI - Limiting spectral distribution of circulant type matrices with dependent inputs.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2463
EP - 2491
LA - eng
KW - large dimensional random matrix; eigenvalues; circulant matrix; symmetric circulant matrix; reverse circulant matrix; k circulant matrix; empirical spectral distribution; limiting spectral distribution; moving average process; spectral density; normal approximation
UR - http://eudml.org/doc/226392
ER -