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arXiv · 2611.06686

A unified approach to fluctuations of LES of time-dependent generalized patterned random matrices

Kiran Kumar·Shambhu Nath Maurya·Koushik Saha
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Abstract

A unified approach for studying the linear eigenvalue statistics (LES) of generalized patterned random matrices was developed in Kumar, Maurya, Saha (2026). In this paper, as a continuation, we develop a unified method for studying the time-dependent LES of generalized patterned random matrices with independent process entries such as Brownian motion and Ornstein-Uhlenbeck process. We prove that if the limiting moment sequence of the LES of the generalized patterned random matrix with independent standard Gaussian entries is M-determinate, then under some minimal assumption on the link function, the time-dependent LES converges to a deterministic real-valued process.

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Kiran Kumar, Shambhu Nath Maurya, Koushik Saha. 2026-11-04. A unified approach to fluctuations of LES of time-dependent generalized patterned random matrices. https://arxiv.org/abs/2611.06686

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