An Equilibrium Problem for the Limiting Eigenvalue Distribution of Banded Toeplitz Matrices

DOI10.1137/070687141MaRDI QIDQ3609020zbMATH OpenOpenAlexFDO

Authors Maurice Duits, Arno B. J. Kuijlaars

Publication date 6 March 2009

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0704.0378

zbMATH Keywords

banded Toeplitz matrixequilibrium problemgeneralized eigenvalueslimiting eigenvalue distributionpotential theory

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Two-dimensional potential theory (31A99) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06)

Abstract: We study the limiting eigenvalue distribution of $nimesn$ banded Toeplitz matrices as $noinfty$. From classical results of Schmidt-Spitzer and Hirschman it is known that the eigenvalues accumulate on a special curve in the complex plane and the normalized eigenvalue counting measure converges weakly to a measure on this curve as $noinfty$. In this paper, we characterize the limiting measure in terms of an equilibrium problem. The limiting measure is one component of the unique vector of measures that minimes an energy functional defined on admissible vectors of measures. In addition, we show that each of the other components is the limiting measure of the normalized counting measure on certain generalized eigenvalues.

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Cited in

(31)

• On the asymptotic distribution of eigenvalues of banded matrices
• Zeros of polynomials generated by a rational function with a hyperbolic-type denominator
• Non-self-adjoint Toeplitz matrices whose principal submatrices have real spectrum
• Equilibrium problems for vector potentials with semidefinite interaction matrices and constrained masses
• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Polynomials defined by 5-term recurrence relations, banded Toeplitz matrices, and reality of zeros
• The devil is in the details: spectrum and eigenvalue distribution of the discrete Preisach memory model
• High-order three-term recursions, Riemann-Hilbert minors and Nikishin systems on star-like sets
• Around a multivariate Schmidt-Spitzer theorem
• A vector equilibrium problem for symmetrically located point charges on a sphere
• A family of Nikishin systems with periodic recurrence coefficients
• The Hermitian two matrix model with an even quartic potential
• An equilibrium problem for the limiting eigenvalue distribution of rational Toeplitz matrices
• Equilibrium problem for the eigenvalues of banded block Toeplitz matrices
• High-order recurrence relations, Hermite-Padé approximation and Nikishin systems
• A Finer Aspect of Eigenvalue Distribution of Selfadjoint Band Toeplitz Matrices
• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Weakly admissible vector equilibrium problems
• Weakly admissible vector equilibrium problems
• Recurrence relations and vector equilibrium problems arising from a model of non-intersecting squared Bessel paths
• Harold Widom's contributions to the spectral theory and asymptotics of Toeplitz operators and matrices
• The asymptotic zero distribution of multiple orthogonal polynomials associated with Macdonald functions
• Multiple Meixner-Pollaczek polynomials and the six-vertex model
• A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
• A geometric approach to approximating the limit set of eigenvalues for banded Toeplitz matrices
• Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices
• A note on the Grcar matrix
• A vector equilibrium problem for Muttalib-Borodin biorthogonal ensembles
• On the eigenvalues of double band matrices
• Eigenvalue clusters of large tetradiagonal Toeplitz matrices
• A canonical family of multiple orthogonal polynomials for Nikishin systems

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Uses Software

• Eigtool

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