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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