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Spectral norm of circulant type matrices with heavy tailed entries


 
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1. Title Title of document Spectral norm of circulant type matrices with heavy tailed entries
 
2. Creator Author's name, affiliation, country Arup Bose; Indian Statistical Institute, Kolkata
 
2. Creator Author's name, affiliation, country Rajat Subhra Hazra; Indian Statistical Institute, Kolkata
 
2. Creator Author's name, affiliation, country Koushik Saha; Indian Statistical Institute, Kolkata
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Large dimensional random matrix; eigenvalues; Toeplitz matrix; circulant matrix; symmetric circulant matrix; reverse circulant matrix; spectral norm; moving average process; power transfer function;
 
3. Subject Subject classification 60B20;15B52; 60B10; 15A60; 60F05
 
4. Description Abstract We first study the probabilistic properties of the spectral norm of scaled eigenvalues of large dimensional Toeplitz, circulant and symmetric circulant matrices when the input sequence is independent and identically distributed with appropriate heavy tails. When the input sequence is a stationary two sided moving average process of infinite order, we scale the eigenvalues by the spectral density at appropriate ordinates and study the limit for their maximums.
 
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6. Contributor Sponsor(s) Arup Bose supported by J.C.Bose National Fellowship, Department of Science and Technology, Government of India and Koushik Saha supported by CSIR Fellowship, Govt. of India.
 
7. Date (YYYY-MM-DD) 2010-07-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1554
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1554
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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