"Time dependent fluctuations of linear eigenvalue statistics of some pa" by Arup Bose, Shambhu Nath Maurya et al.
 

Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices

Article Type

Research Article

Publication Title

Journal of Mathematical Physics

Abstract

We consider the n × n reverse circulant and symmetric circulant random matrices with independent Brownian motion entries. With polynomial test functions φ, we discuss the joint fluctuation and tightness (in t and φ) of the time dependent linear eigenvalue statistics of these matrices as n → ∞ and show convergence to appropriate Gaussian processes. The proofs are mainly combinatorial.

DOI

10.1063/5.0060178

Publication Date

3-1-2022

Comments

Open Access, Green

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