The limiting spectral measure for ensembles of symmetric block circulant matrices (Q2636934)

The authors consider an ensemble of symmetric \(m\)-block circulant \(n\times n\) matrices whose entries are i.i.d.\ random variables. For \(m=1\), this ensemble reduces to symmetric circulant matrices whose limiting density of eigenvalues, as \(n\to\infty\), is Gaussian. In the case \(m\to\infty\), one formally recovers real symmetric matrices whose limiting density of eigenvalues, as \(n\to\infty\), is semicircular. The authors compute the limiting eigenvalue density \(f_m\) for arbitrary \(m\), thus obtaining an interpolation between the Gaussian and the semicircular law. They show that \(f_m\) converges to the semicircular law as \(m\to\infty\). In contrast to most studies of patterned matrix ensembles, the authors manage to compute their limiting density \(f_m\) explicitly.