Spectrums of random Gaussian $g$-cyclic matrices
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 3, pp. 564-579
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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},
year = {1978},
volume = {23},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/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/