Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices (Q662873): Difference between revisions

The authors consider real symmetric and complex Hermitian Toeplitz, and real symmetric Hankel band matrix models under some bandwidth conditions. It is proved that the distributions of eigenvalues converge weakly to universal symmetric distributions \(\gamma T(b)\) and \(\gamma H(b)\). In some cases the almost sure convergence is proved. The even moments of these distributions are sums of some integrals. If \(b=0\), the corresponding distribution is the standard Gauss distribution. It is proved also that for different \(b\) the distributions \(\gamma T(b)\) are different. A similar result is true for the distribution \(\gamma H(b)\) but only for \(b\) in the interval \([0,1]\).