Circulant type matrices with heavy tailed entries

We study the limiting spectral distribution for a class of circulant type random matrices with heavy tailed input sequence. Unlike the light tailed case where the limit is nonrandom, here the limit is a random probability distribution. We provide an explicit representation of the limit.

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Year of publication:	2011
Authors:	Bose, Arup ; Guha, Suman ; Hazra, Rajat Subhra ; Saha, Koushik
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 11, p. 1706-1716
Publisher:	Elsevier
Keywords:	Empirical spectral distribution k circulant matrix Large dimensional random matrix Reverse circulant matrix Symmetric circulant matrix

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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