Universality conjecture for generalized patterned Gaussian random matrices

Let XnX_n) be an n×nn\times n generalized random Toeplitz, circulant, or symmetric circulant matrix with standard Gaussian entries. Let p2p\geq 2 be a positive integer and set Wn=Tr(Xnp)W_n=\operatorname{Tr}(X_n^p). Universality conjecture. As nn\to\infty, the normalized statistic

WnE(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.

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Primary source

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

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