Distribution of eigenvalues of highly palindromic Toeplitz matrices
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Abstract: Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the limiting spectral measures (the density of normalized eigenvalues) converge weakly and almost surely to a universal distribution almost that of the Gaussian, independent of p. The deficit from the Gaussian distribution is due to obstructions to solutions of Diophantine equations and can be removed (see [MMS]) by making the first row palindromic. In this paper, we study the case where there is more than one palindrome in the first row of a real symmetric Toeplitz matrix. Using the method of moments and an analysis of the resulting Diophantine equations, we show that the moments of this ensemble converge to an universal distribution with a fatter tail than any previously seen limiting spectral measure.
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Cited in
(11)- Random matrix ensembles with split limiting behavior
- The limiting spectral measure for ensembles of symmetric block circulant matrices
- Asymptotic distribution of the even and odd spectra of real symmetric Toeplitz matrices
- Distribution of eigenvalues of highly palindromic Toeplitz matrices
- Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
- Limiting spectral distribution of a class of Hankel type random matrices
- Limiting spectral measures for random matrix ensembles with a polynomial link function
- Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices
- Spectral distributions of periodic random matrix ensembles
- Limiting Spectral Distributions of Families of Block Matrix Ensembles
- Spectral statistics of non-Hermitian random matrix ensembles
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