Universality conjecture for generalized patterned Gaussian random matrices

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Let XnX_n) be an n×nn\times n generalized random Toeplitz, circulant, or symmetric circulant matrix with standard Gaussian entries. Let p≥2p\geq 2 be a positive integer and set Wn=Tr⁡(Xnp)W_n=\operatorname{Tr}(X_n^p). Universality conjecture. As n→∞n\to\infty, the normalized statistic

Wn−E(Wn)Var⁡(Wn)\frac{W_n-\mathbb{E}(W_n)}{\sqrt{\operatorname{Var}(W_n)}}

converges in total variation to N(0,1)N(0,1). For a reverse circulant or Hankel matrix with correlated entries, the same conclusion is conjectured under the additional assumption that pp is even. This would remove the covariance-decay restrictions in the paper's Gaussian fluctuation results; the authors explain that proving it likely requires sharper simultaneous bounds or a new method, and note possible phase transitions for odd powers in the reverse circulant and Hankel cases.

References

Primary source

Frederick Rajasekaran, “Fluctuations of Eigenvalues for Generalized Patterned Gaussian Random Matrices”, arXiv:2405.07400 (2024).

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