Asymptotic Behaviour of Linear eigenvalue statistics of Hankel matrices

2021/04/16 by Kiran Kumar A. S., S., Kiran Kumar A., Shambhu Nath Maurya +1
Computer Science · Mathematics · #60B20 #60G15 #60G65 #Advanced Statistical Methods and Models #FOS: Mathematics #Mathematical functions and polynomials #Matrix Theory and Algorithms #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2104.07912

openalex publication_date 2021/04/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study linear eigenvalue statistics of band Hankel matrices with Brownian motion entries. We prove that, the centred, normalized linear eigenvalue statistics of band Hankel matrices obey a central limit theorem (CLT) type result. We also discuss the convergence of linear eigenvalue statistics of band Hankel matrices with independent entries for odd power monomials. Our method is based on trace formula, moment method and some results of process convergence.

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