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

distribution of eigenvaluesGauss distributionHankel band matricesrandom matrix theoryToeplitz 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 $bin[1/2,1]$.

Review text

The authors consider real symmetric and complex Hermitian Toeplitz, and real symmetric Hankel band matrix models under some bandwidth conditions. It is proved that the distributions of eigenvalues converge weakly to universal symmetric distributions \(\gamma T(b)\) and \(\gamma H(b)\). In some cases the almost sure convergence is proved. The even moments of these distributions are sums of some integrals. If \(b=0\), the corresponding distribution is the standard Gauss distribution. It is proved also that for different \(b\) the distributions \(\gamma T(b)\) are different. A similar result is true for the distribution \(\gamma H(b)\) but only for \(b\) in the interval \([0,1]\).

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Cited in

(21)

• Spectrum of random Toeplitz matrices with band structure
• On the asymptotic distribution of eigenvalues of banded matrices
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