Distribution of eigenvalues of highly palindromic Toeplitz matrices (Q430974): Difference between revisions

The authors consider the ensemble of real symmetric palindromic Toeplitz matrices whose independent entries are identically distributed random variables arising from a probability distribution \(p\) with mean \(0\), variance \(1\) and finite higher moments. It is shown that the normalized empirical spectral distribution converges in probability to a limiting spectral distribution, which is even and has unbounded support; if \(p\) is even then the convergence is also almost sure.