103 citations · 235 across the 32 of their papers we have counts for
25 papers · 1 filter
Revisiting Toeplitz and Hankel random matrices via -convergence of circulant-type matrices
Arup Bose, Pradeep Vishwakarma
We establish the joint -convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-cir…
Matrices With Independent Entries
Arup Bose, Priyanka Sen
Let be the (unscaled) sample covariance matrix where is a real matrix with independent entries. It is well known that if the entries of are independen…
Some patterned matrices with independent entries
Arup Bose, Koushik Saha, Priyanka Sen
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), h…
Sample covariance matrices and special symmetric partitions
Arup Bose, Priyanka Sen
Suppose is a real matrix with independent entries and consider the (unscaled) sample covariance matrix . The Marchenko-Pastur law was discovered as…
Joint convergence of sample cross-covariance matrices
Monika Bhattacharjee, Arup Bose, Apratim Dey
Suppose and are matrices each with mean , variance and where all moments of any order are uniformly bounded as . Moreover, the entries $(…
Random matrices with independent entries: beyond non-crossing partitions
Arup Bose, Koushik Saha, Arusharka Sen +1
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attr…