Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices (Q662877)
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English | Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices |
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Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices (English)
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13 February 2012
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The authors research the distribution of eigenvalues for some models and get the semicircle law. They give the trace formulas of block Toeplitz and block Hankel matrices, and prove that the almost sure limit of the eigenvalue distributions of random block Toeplitz (Hankel) matrices exist. The same is done for such band matrices and the moments of the limit distributions are given. At least it is proved that the almost sure limit converges weakly to the semicircle law as the order of the blocks is infinite.
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random block Toeplitz matrix
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random block Hankel matrix
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eigenvalues distribution
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band matrix
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semicircle law
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almost sure limit
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