Limiting spectral distribution of a special circulant

Arup Bose and Joydip Mitra

Statistics & Probability Letters, 2002, vol. 60, issue 1, 111-120

Abstract: The limiting spectral distribution of random matrices is known only in a few special situations. In this article, we derive the limiting spectral distribution of a particular variant of a circulant random matrix. Our simulations demonstrate that the convergence to the limit is quite fast. Our method of proof also allows us to show that the limiting spectral distribution for a symmetric version of the Toeplitz matrix is the normal distribution.

Keywords: Eigenvalue; Empirical; spectral; distribution; Limiting; spectral; distribution; Central; limit; theorem; Normal; approximation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (9)

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