Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries come from an i.i.d. sequence of random variables with positive mean μ and finite fourth moment. We show that n-1/2(sn-nμ) converges to the normal distribution in either case. This behaviour is in contrast to the known result for the Wigner matrices where sn-nμ is itself asymptotically normal
A new form of empirical spectral distribution of a Wigner matrix Wn with weights specified by the ei...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random ma-tri...
The limiting spectral distribution of random matrices is known only in a few special situations. In ...
Abstract. Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries ...
Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries come from ...
Suppose that Tn is a Toeplitz matrix whose entries come from a sequence of independent but not neces...
30 pages, 1 figureWe consider a dilute version of the Wigner ensemble of n-dimensional random matric...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matric...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matric...
To appear in Journel of Theoretical Probability. We first discuss the convergence in probability and...
We consider the ensemble of n × n real symmetric random matrices A(n) whose entries are determined b...
We consider a dilute version of the Wigner ensemble of n × n random real symmetric matrices H(n,ρ), ...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
Consider real symmetric, complex Hermitian Toeplitz, and real symmetric Hankel band matrix models wh...
We study the limiting spectral measure of large symmetric random matrices of linear algebraic struc...
A new form of empirical spectral distribution of a Wigner matrix Wn with weights specified by the ei...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random ma-tri...
The limiting spectral distribution of random matrices is known only in a few special situations. In ...
Abstract. Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries ...
Suppose sn is the spectral norm of either the Toeplitz or the Hankel matrix whose entries come from ...
Suppose that Tn is a Toeplitz matrix whose entries come from a sequence of independent but not neces...
30 pages, 1 figureWe consider a dilute version of the Wigner ensemble of n-dimensional random matric...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matric...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matric...
To appear in Journel of Theoretical Probability. We first discuss the convergence in probability and...
We consider the ensemble of n × n real symmetric random matrices A(n) whose entries are determined b...
We consider a dilute version of the Wigner ensemble of n × n random real symmetric matrices H(n,ρ), ...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
Consider real symmetric, complex Hermitian Toeplitz, and real symmetric Hankel band matrix models wh...
We study the limiting spectral measure of large symmetric random matrices of linear algebraic struc...
A new form of empirical spectral distribution of a Wigner matrix Wn with weights specified by the ei...
The methods to establish the limiting spectral distribution (LSD) of large dimensional random ma-tri...
The limiting spectral distribution of random matrices is known only in a few special situations. In ...