Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153527 | Statistics & Probability Letters | 2011 | 11 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Arup Bose, Suman Guha, Rajat Subhra Hazra, Koushik Saha,