Product of exponentials and spectral radius of random k-circulants
Arup Bose, Rajat Subhra Hazra, Koushik Saha (2012)
Annales de l'I.H.P. Probabilités et statistiques
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We consider × random -circulant matrices with → ∞ and = () whose input sequence { }≥0 is independent and identically distributed (i.i.d.) random variables with finite (2 + ) moment. We study the asymptotic distribution of the spectral radius, when = + 1. For this, we first derive the tail behaviour of the fold product of i.i.d. exponential random variables. Then using this tail behaviour result and appropriate normal approximation techniques, we...