Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix

DOI10.1214/ECP.V16-1675MaRDI QIDQ428706zbMATH OpenOpenAlexFDO

Authors Arnab Sen, Balint Virag

Publication date 22 June 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.6463

zbMATH Keywords

Toeplitz matrixeigenvalue distributionHankel matricesspectral averaging

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Toeplitz, Cauchy, and related matrices (15B05)

Abstract: We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a spectral averaging technique from the theory of random Schr"{o}dinger operators. The similar question for Hankel matrices remains open.

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Cited in

(14)

• Distribution of eigenvalues of Toeplitz matrices with smooth entries
• On eigenvalue distribution of varying Hankel and Toeplitz matrices with entries of power growth or decay
• A few remarks on the operator norm of random Toeplitz matrices
• Random Toeplitz operators and eigenvalue distribution
• Distribution of eigenvalues of highly palindromic Toeplitz matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• The top eigenvalue of the random Toeplitz matrix and the sine kernel
• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• Remarks on absolute continuity in the context of free probability and random matrices
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