Fluctuation of linear eigenvalue statistics of reverse circulant matrices with independent entries

Abstract

In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(R{C}_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}}\text{Tr}\varphi (R{C}_n)$ obey the central limit theorem (CLT) type result, where $\varphi$ is a nice test function.

18 pages, 3 figures. arXiv admin note: text overlap with arXiv:2004.11294

References in corpus (2)

• 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

Cited by in corpus (3)

• Spectrum of random centrosymmetric matrices; CLT and Circular law
• Linear Eigenvalue Statistics of $X{X}^{\prime }$ matrices
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices