{ "id": "1610.00864", "version": "v1", "published": "2016-10-04T06:48:15.000Z", "updated": "2016-10-04T06:48:15.000Z", "title": "Fluctuations of eigenvalues of patterned random matrices", "authors": [ "Kartick Adhikari", "Koushik Saha" ], "comment": "19 pages", "categories": [ "math.PR" ], "abstract": "In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian distribution in total variation norm when the matrices are constructed using i.i.d. normal random variables. We also calculate the limiting variance of the linear spectral statistics for circulant, symmetric circulant and reverse circulant matrices.", "revisions": [ { "version": "v1", "updated": "2016-10-04T06:48:15.000Z" } ], "analyses": { "subjects": [ "60F05" ], "keywords": [ "patterned random matrices", "linear spectral statistics", "eigenvalues", "fluctuation", "symmetric circulant" ], "note": { "typesetting": "TeX", "pages": 19, "language": "en", "license": "arXiv", "status": "editable" } } }