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/}
}
                      
                      
                    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/
