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Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2024-02-27 , DOI: 10.1016/j.spl.2024.110092
Shambhu Nath Maurya

This article deals with the limiting spectral distributions (LSD) of symmetric Toeplitz and Hankel matrices with dependent entries. For any fixed integer , we consider these matrices with entries , where and are i.i.d. random variables with mean zero and variance one. We provide explicit expressions for the LSDs. As a special case (), this article provides an alternate proof for the LSDs of these matrices when the entries are i.i.d. with mean zero and variance one. The method is based on the moment method.

中文翻译:

具有相关项的 Toeplitz 和 Hankel 矩阵的极限谱分布

本文讨论具有相关项的对称 Toeplitz 和 Hankel 矩阵的极限谱分布 (LSD)。对于任何固定整数 ,我们考虑这些带有条目 的矩阵,其中 和 是均值为零、方差为一的独立同分布随机变量。我们为 LSD 提供了明确的表达式。作为一种特殊情况 (),本文为这些矩阵的 LSD 提供了另一种证明,其中条目是均值为零、方差为 1 的独立同分布。该方法基于矩法。
更新日期:2024-02-27
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