Fluctuations of eigenvalues for random Toeplitz and related matrices
Consider random symmetric Toeplitz matrices Tn=(ai−j)[superscript n]i,j=1 with matrix entries aj,j=0,1,2,⋯, being independent real random variables such that E[aj]=0, E[|aj|2]=1 for j=0,1,2,⋯, (homogeneity of 4-th moments) κ=E[|aj|4], and further (uniform boundedness) supj≥0E[|aj|k]=Ck<∞ for k≥3....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics,
2014-09-15T15:53:40Z.
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| Subjects: | |
| Online Access: | Get fulltext |