Limiting spectral distributions of some band matrices (Q663104): Difference between revisions

The authors establish the limiting spectral distribution (LSD) of appropriately scaled large-dimensional random symmetric circulant, reverse circulant, Toeplitz and Hankel matrices which have suitable band structures, by the method of moments. The existence of an LSD means that the limit of the empirical spectral distributions in probability exists. A matrix has band structure if the top right corner and the bottom left corner elements are zeros, with larger dimension, the band of non-zero elements around the main diagonal may be larger. The authors define Type I and Type II bands in the introduction. \textit{V.~Kargin} [Electron. Commun. Probab. 14, 412--423 (2009; Zbl 1188.15036)] and \textit{D.-Z.~Liu} and {Z.-D.~Wang} [J. Theor. Probab. 24, No. 4, 988--1001 (2011; Zbl 1237.15034)] have obtained similar results as in the paper under review via different methods. Kargin dealt with Toeplitz matrices with Type I band structures, and Liu and Wang dealt with self-adjoint Toeplitz matrices of Type I band structure and real symmetric Hankel matrices of Type II band structure. Under certain assumptions, the authors prove that the limiting results hold for various matrices (Theorem 1). The main idea is to use the first moment condition (M1), second moment condition (M2), the Carleman condition (C) and the fourth moment condition (M4). The authors introduce the bounded Lipschitz metric in Section 3.1 and reduce the main result under the assumption that the input sequence is uniformly bounded in Section 3.2, by using the trace formula they verify (M1), with the asymptotically negligible (M1) condition can be verified for each matrices in Section 3.5. Note that the verification of (M1) essentially yields the corresponding LSD. Both conditions (C) and (M4) are verified in Section 3.6 and 3.7 for all matrices. Section 3 present the complete proof of the main result Theorem 1 in each subcase. The authors show some simulations for the cases in which the LSD is not known explicitly. Examples on the LSD clearly suggest a dependency on the parameter in Section 4, and suggest some further properties of the LSD.