Abstract:
The paper deals with g-cyclic matrices Xn, which are determined by a random vector (x(0),…,x(n−1)) having a normal distribution with zero mean and covariance matrix of a special kind. In the case g=1, the joint distribution of eigenvalues λ0,…,λn−1 of Xn is found. In a more general case, the limiting spectral function of λ0,…,λn−1 is obtained.
Citation:
B. V. Ryazanov, “Spectrums of random Gaussian g-cyclic matrices”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 564–579; Theory Probab. Appl., 23:3 (1979), 543–558