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Limiting Spectral Distribution of Circulant Type Matrices with Dependent Inputs


 
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1. Title Title of document Limiting Spectral Distribution of Circulant Type Matrices with Dependent Inputs
 
2. Creator Author's name, affiliation, country Arup Bose; Indian Statistical Institute Kolkata; India
 
2. Creator Author's name, affiliation, country Rajat Subhra Hazra; Indian Statistical Institute Kolkata; India
 
2. Creator Author's name, affiliation, country Koushik Saha; Indian Statistical Institute Kolkata; India
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Large dimensional random matrix; eigenvalues; circulant matrix; symmetric circulant matrix; reverse circulant matrix; $k$ circulant matrix; empirical spectral distribution; limiting spectral distribution; moving average process; spectral density; norma
 
3. Subject Subject classification 15A52; 60F99; 62E20; 60G57
 
4. Description Abstract Limiting spectral distribution (LSD) of scaled eigenvalues of circulant, symmetric circulant and a class of k-circulant matrices are known when the input sequence is independent and identically distributed with finite moments of suitable order. We derive the LSD of these matrices when the input sequence is a stationary, two sided moving average process of infinite order. The limits are suitable mixtures of normal, symmetric square root of the chisquare, and other mixture distributions, with the spectral density of the process involved in the mixtures.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) J.C.Bose Fellowship, Govt. of India (1st author) and CSIR Fellowship, Govt. of India (3rd author).
 
7. Date (YYYY-MM-DD) 2009-11-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/714
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-714
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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