Convergence of a class of Toeplitz type matrices

DOI10.1142/S2010326313500068MaRDI QIDQ2853396zbMATH OpenOpenAlexFDO

Authors Sreela Gangopadhyay, Koushik Saha, Arup Bose

Publication date 21 October 2013

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

Full work available at URL https://doi.org/10.1142/s2010326313500068

zbMATH Keywords

eigenvaluesmethod of momentsToeplitz matrixweak convergencelimiting spectral distributionlarge dimensional random matrixjoint convergencesemi-circular lawfinite diagonal matrix

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Random matrices (probabilistic aspects) (60B20)

Recommendations

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• Limiting spectral distribution of block matrices with Toeplitz block structure

Cites work

• Another look at the moment method for large dimensional random matrices
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö

Cited in

(7)

• A first Szegő's limit theorem for a class of non-Toeplitz matrices
• scientific article; zbMATH DE number 3996296 (Why is no real title available?)
• A few remarks on the operator norm of random Toeplitz matrices
• Qualitative convergence of matrices
• A phase transition for the limiting spectral density of random matrices
• scientific article; zbMATH DE number 1548927 (Why is no real title available?)
• Convergence speed estimates for the norms of the inverses of large truncated Toeplitz matrices

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