Fluctuation of eigenvalues of symmetric circulant matrices with independent entries
arXiv:2004.11294
Abstract
In this article, we study the fluctuation of linear eigenvalue statistics of symmetric circulant matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \Tr ϕ(SC_n)$ obey the central limit theorem (CLT) type result, where is a nice test function.
arXiv comment19 pages
References in corpus (4)
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices
- Fluctuations of eigenvalues of patterned random matrices