Limiting spectral distribution of a special circulant

✍ Scribed by Arup Bose; Joydip Mitra

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 117 KB
• Volume: 60
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00289-4

✦ Synopsis

The limiting spectral distribution of random matrices is known only in a few special situations. In this article, we derive the limiting spectral distribution of a particular variant of a circulant random matrix. Our simulations demonstrate that the convergence to the limit is quite fast. Our method of proof also allows us to show that the limiting spectral distribution for a symmetric version of the Toeplitz matrix is the normal distribution.