Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix

DOI10.1214/ECP.V16-1675zbMATH Open1252.15041arXiv1109.6463OpenAlexW2089809877MaRDI QIDQ428706FDOQ428706

Authors: Arnab Sen, Balint Virag 

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a spectral averaging technique from the theory of random Schr"{o}dinger operators. The similar question for Hankel matrices remains open.

Full work available at URL: https://arxiv.org/abs/1109.6463

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zbMATH Keywords

Toeplitz matrixeigenvalue distributionHankel matricesspectral averaging

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Toeplitz, Cauchy, and related matrices (15B05)

Cited In (9)

• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• Kernel density estimates in a non-standard situation
• Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices
• Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
• A few remarks on the operator norm of random Toeplitz matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• Title not available (Why is that?)
• Distribution of eigenvalues of Toeplitz matrices with smooth entries
• On eigenvalue distribution of varying Hankel and Toeplitz matrices with entries of power growth or decay

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