Limiting spectral measures for random matrix ensembles with a polynomial link function

DOI10.1142/S2010326315500045MaRDI QIDQ3449976zbMATH OpenOpenAlexFDO

Authors Steven J. Miller, Kirk Swanson, Kimsy Tor, Karl Winsor

Publication date 30 October 2015

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.3442

zbMATH Keywords

circulant matricesDiophantine equationsHankel matriceslimiting rescaled spectral measuremethod of momentsrandom matrix theoryToeplitz matrices

Mathematics Subject Classification ID

Counting solutions of Diophantine equations (11D45) Toeplitz, Cauchy, and related matrices (15B05) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Random measures (60G57) Asymptotic distribution theory in statistics (62E20)

Abstract: Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel 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 on real symmetric Toeplitz matrices shows that the spectral measures, or densities of normalized eigenvalues, converge almost surely to a universal near-Gaussian distribution, while previous work on real symmetric Hankel matrices shows that the spectral measures converge almost surely to a universal non-unimodal distribution. Real symmetric Toeplitz matrices are constant along the diagonals, while real symmetric Hankel matrices are constant along the skew diagonals. We generalize the Toeplitz and Hankel matrices to study matrices that are constant along some curve described by a real-valued bivariate polynomial. Using the Method of Moments and an analysis of the resulting Diophantine equations, we show that the spectral measures associated with linear bivariate polynomials converge in probability and almost surely to universal non-semicircular distributions. We prove that these limiting distributions approach the semicircle in the limit of large values of the polynomial coefficients. We then prove that the spectral measures associated with the sum or difference of any two real-valued polynomials with different degrees converge in probability and almost surely to a universal semicircular distribution.

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Cited in

(11)

• Eigenvalue curves of asymmetric tridiagonal random matrices
• Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• The spectra of random abelian G-circulant matrices
• Limiting spectral distribution of a class of Hankel type random matrices
• Random matrix ensembles with split limiting behavior
• Limiting Spectral Distributions of Families of Block Matrix Ensembles
• The limit empirical spectral distribution of complex matrix polynomials
• Spectral statistics of non-Hermitian random matrix ensembles
• Spectral distributions of periodic random matrix ensembles

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