Weak Convergence in Circulant Matrices

E. Cureg and A. Mukherjea ()
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E. Cureg: University of South Florida
A. Mukherjea: University of South Florida

Journal of Theoretical Probability, 2005, vol. 18, issue 4, 983-1007

Abstract: Necessary and sufficient conditions for convergence in distribution of products of i.i.d. d× d random circulant matrices are established here. The important role played by matrices in SO(d) is pointed out, and the validity of this result is shown to also hold for a class of Toeplitz matrices.

Keywords: Circulant matrices; convergence in distribution; orthogonal matrices; products of random matrices (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10959-005-7542-2

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