Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices

Authors

Arup Bose, Indian Statistical Institute, Kolkata
Shambhu Nath Maurya, Indian Institute of Technology Bombay
Koushik Saha, Indian Institute of Technology Bombay

Article Type

Research Article

Publication Title

Random Matrices: Theory and Application

Abstract

We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to ∞. Our derivation is based on the trace formula of circulant matrix, method of moments and some combinatorial techniques.

DOI

10.1142/S2010326321500325

Publication Date

10-1-2021

Comments

Open Access, Green

Recommended Citation

Bose, Arup; Maurya, Shambhu Nath; and Saha, Koushik, "Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices" (2021). Journal Articles. 1791.
https://digitalcommons.isical.ac.in/journal-articles/1791