Spectrums of random Gaussian $g$-cyclic matrices
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 564-579

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper deals with $g$-cyclic matrices $X_n$, which are determined by a random vector $(x(0),\dots,x(n-1))$ having a normal distribution with zero mean and covariance matrix of a special kind. In the case $g=1$, the joint distribution of eigenvalues $\lambda_0,\dots,\lambda_{n-1}$ of $X_n$ is found. In a more general case, the limiting spectral function of $\lambda_0,\dots,\lambda_{n-1}$ is obtained.
@article{TVP_1978_23_3_a6,
     author = {B. V. Ryazanov},
     title = {Spectrums of random {Gaussian} $g$-cyclic matrices},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {564--579},
     publisher = {mathdoc},
     volume = {23},
     number = {3},
     year = {1978},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a6/}
}
TY  - JOUR
AU  - B. V. Ryazanov
TI  - Spectrums of random Gaussian $g$-cyclic matrices
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1978
SP  - 564
EP  - 579
VL  - 23
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a6/
LA  - ru
ID  - TVP_1978_23_3_a6
ER  - 
%0 Journal Article
%A B. V. Ryazanov
%T Spectrums of random Gaussian $g$-cyclic matrices
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 564-579
%V 23
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a6/
%G ru
%F TVP_1978_23_3_a6
B. V. Ryazanov. Spectrums of random Gaussian $g$-cyclic matrices. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 564-579. http://geodesic.mathdoc.fr/item/TVP_1978_23_3_a6/