Circulant type matrices with heavy tailed entries

Arup Bose, Suman Guha, Rajat Subhra Hazra and Koushik Saha

Statistics & Probability Letters, 2011, vol. 81, issue 11, 1706-1716

Abstract: We study the limiting spectral distribution for a class of circulant type random matrices with heavy tailed input sequence. Unlike the light tailed case where the limit is nonrandom, here the limit is a random probability distribution. We provide an explicit representation of the limit.

Keywords: Empirical; spectral; distribution; k; circulant; matrix; Large; dimensional; random; matrix; Reverse; circulant; matrix; Symmetric; circulant; matrix (search for similar items in EconPapers)
Date: 2011
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