Spectrum of random centrosymmetric matrices; CLT and circular law

In this paper, we analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of random centrosymmetric matrices converge to a normal distribution. We find the exact expression of the variance of the limiting normal distribution via combinatorial arguments. Moreover, we argue that the limiting spectral distribution of properly scaled centrosymmetric matrices follows the circular law.

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Publication Details

Journal
Random Matrices Theory and Application
Published
2024-11-07
DOI
https://doi.org/10.1142/s2010326324500266
Citations
1
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
0.71

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article

Spectrum of random centrosymmetric matrices; CLT and circular law

Sunita Rani, Indrajit Jana
1 citations
Random Matrices Theory and Application
Random Matrices and Applications
0.71
article

Spectrum of random centrosymmetric matrices; CLT and circular law

Sunita Rani, Indrajit Jana
article en
1 citations

Abstract

In this paper, we analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of random centrosymmetric matrices converge to a normal distribution. We find the exact expression of the variance of the limiting normal distribution via combinatorial arguments. Moreover, we argue that the limiting spectral distribution of properly scaled centrosymmetric matrices follows the circular law.

Random Matrices Theory and ApplicationVol. 14(01)
Indian Institute of Technology Bhubaneswar (IN)
University Grants Commission
Peace, Justice and strong institutions
Openalex Percentile: Top 25%
Random Matrices and Applications
0.71
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Spectrum of random centrosymmetric matrices; CLT and circular law — Sunita Rani, Indrajit Jana · Random Matrices Theory and Application (2024) | TGRS Research Map | TGRS