Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices

DOI10.1007/S10959-009-0260-4MaRDI QIDQ662873zbMATH OpenOpenAlexFDO

Authors Dangzheng Liu, Zhengdong Wang

Publication date 13 February 2012

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2958

zbMATH Keywords

random matrix theorydistribution of eigenvaluesGauss distributionHankel band matricesToeplitz band matrices

Mathematics Subject Classification ID

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

Abstract: Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}aiy$ but $b_N/Nob$, $bin[0,1]$ as $Noinfty$. We prove that the distributions of eigenvalues converge weakly to universal, symmetric distributions $gamm{a}_{{}_T}(b)$ and $gamm{a}_{{}_H}(b)$. In the case $b>0$ or $b=0$ but with the addition of $b_{N}geqC{N}^{1/2+epsilo{n}_0}$ for some positive constants $epsilo{n}_0$ and $C$, we prove almost sure convergence. The even moments of these distributions are the sum of some integrals related to certain pair partitions. In particular, when the bandwidth grows slowly, i.e. $b=0$, $gamm{a}_{{}_T}(0)$ is the standard Gaussian distribution and $gamm{a}_{{}_H}(0)$ is the distribution $|x|exp(-x^2)$. In addition, from the fourth moments we know that the $gamm{a}_{{}_T}(b)$'s are different for different $b$'s, the $gamm{a}_{{}_H}(b)$'s different for different $bin[0,1/2]$ and the $gamm{a}_{{}_H}(b)$'s different for different $bin[1/2,1]$.

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Cited in

(19)

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