Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks

arXiv2102.05839MaRDI QIDQ6360367FDOQ6360367

Wanqiao Xu, Noah Luntzlara, Steven J. Miller, Neelima Borade, Renyuan Ma, Mengxi Wang, Keller Blackwell, Arup Bose, Charles Devlin VI, Soumendu Sundar Mukherjee

Publication date: 10 February 2021

Abstract: Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there are some operations which to date have no RMT analogue. Our motivation is to find an RMT analogue of Rankin-Selberg convolution, which constructs a new $L$-functions from an input pair. We report one such attempt; while it does not appear to model convolution, it does create new ensembles with properties hybridizing those of its constituents. For definiteness we concentrate on the ensemble of palindromic real symmetric Toeplitz (PST) matrices and the ensemble of real symmetric matrices, whose limiting spectral measures are the Gaussian and semi-circular distributions, respectively; these were chosen as they are the two extreme cases in terms of moment calculations. For a PST matrix $A$ and a real symmetric matrix $B$, we construct an ensemble of random real symmetric block matrices whose first row is $lbraceA,Bbrace$ and whose second row is $lbraceB,Abrace$. By Markov's Method of Moments and the use of free probability, we show this ensemble converges weakly and almost surely to a new, universal distribution with a hybrid of Gaussian and semi-circular behaviors. We extend this construction by considering an iterated concatenation of matrices from an arbitrary pair of random real symmetric sub-ensembles with different limiting spectral measures. We prove that finite iterations converge to new, universal distributions with hybrid behavior, and that infinite iterations converge to the limiting spectral measure of the dominant component matrix.

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Limit theorems in probability theory (60F99)

This page was built for publication: Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6360367)