Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
نویسندگان
چکیده
We consider the n × reverse circulant and symmetric random matrices with independent Brownian motion entries. With polynomial test functions ϕ, we discuss joint fluctuation tightness (in t ϕ) of time dependent linear eigenvalue statistics these as → ∞ show convergence to appropriate Gaussian processes. The proofs are mainly combinatorial.
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ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2022
ISSN: ['0022-2488', '1527-2427', '1089-7658']
DOI: https://doi.org/10.1063/5.0060178