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Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices

Maurya, SN; Saha, K

Saha, K (corresponding author), Indian Inst Technol, Dept Math, Mumbai 400076, Maharashtra, India.

STATISTICS & PROBABILITY LETTERS, 2020; 166 ():

Abstract

We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of band Toeplitz matrices with independent Brown......

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