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Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-11-01 , DOI: 10.1016/j.spl.2020.108875
Shambhu Nath Maurya , Koushik Saha

Abstract We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of band Toeplitz matrices with independent Brownian motion entries, as the dimension of matrix goes to infinity. Here the band width b n of the n × n Toeplitz matrix goes to infinity with n at the rate of o ( n ) .

中文翻译:

能带Toeplitz矩阵线性特征值统计波动的收敛过程

摘要 我们讨论了随着矩阵的维数趋于无穷大,具有独立布朗运动项的带托普利兹矩阵的线性特征值统计的时间相关波动的过程收敛性。这里 n × n Toeplitz 矩阵的带宽 bn 以 o ( n ) 的速率趋于无穷大。
更新日期:2020-11-01
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