Article ID Journal Published Year Pages File Type
1153527 Statistics & Probability Letters 2011 11 Pages PDF
Abstract

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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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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