Abstract
We discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of band Toeplitz matrices with independent Brownian motion entries, as the dimension of matrix goes to infinity. Here the band width bn of the n×n Toeplitz matrix goes to infinity with n at the rate of o(n).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have