aam a22 4500
211927
211927
190426b 2019 ||||| |||| 00| 0 eng d
9781138351097
512.9434
B6R2
Bose, Arup
379089
Random circulant matrices
CRC Press
2019
Florida
xix, 192p.
With index
Table of Contents
1. Circulants
2. Symmetric and reverse circulant
3. LSD: normal approximation
LSD: dependent input
Spectral radius: light tail
Spectral radius: k-circulant
Maximum of scaled eigenvalues: dependent input
Poisson convergence
Heavy tailed input: LSD
Heavy-tailed input: spectral radius
Appendix
Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices, such as the usual circulant, the reverse circulant, and the k-circulant when the dimension of the matrices grow and the entries are random. In particular, the behavior of the spectral distribution, of the spectral radius and of the appropriate point processes are developed systematically using the method of moments and the various powerful normal approximation results. This behavior varies according as the entries are independent, are from a linear process, and are light- or heavy-tailed.
https://www.crcpress.com/Random-Circulant-Matrices/Bose-Saha/p/book/9781138351097
Matrices -- Problems, exercises
379090
Random matrices
379091
Eigenvalues
379092
Saha, Koushik
Co author
379093
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512.9434 B6R2
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2019-04-26
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