Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices (Q662877)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6006038
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices |
scientific article; zbMATH DE number 6006038 |
Statements
Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices (English)
0 references
13 February 2012
0 references
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.
0 references
random block Toeplitz matrix
0 references
random block Hankel matrix
0 references
eigenvalues distribution
0 references
band matrix
0 references
semicircle law
0 references
almost sure limit
0 references
0 references
0.8648689985275269
0 references
0.8471307158470154
0 references
0.8454089760780334
0 references
0.8200125694274902
0 references
0.8193795084953308
0 references
