Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices

DOI10.1007/S10959-009-0260-4zbMATH Open1237.15034arXiv0904.2958OpenAlexW2963305247MaRDI QIDQ662873FDOQ662873

Authors: Dangzheng Liu, Zhengdong Wang 

Publication date: 13 February 2012

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

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 $bin[1/2,1]$.

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

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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)

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Cited In (19)

• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• Spectrum of random Toeplitz matrices with band structure
• Fluctuations of eigenvalues of patterned random matrices
• An Equilibrium Problem for the Limiting Eigenvalue Distribution of Banded Toeplitz Matrices
• Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix
• Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
• On the spectrum of banded Hankel matrices
• Limiting spectral distributions of some band matrices
• Title not available (Why is that?)
• Universality in the fluctuation of eigenvalues of random circulant matrices
• Limiting spectral distribution of a class of Hankel type random matrices
• Some patterned matrices with independent entries
• On fluctuations for random band Toeplitz matrices
• Circular law for random block band matrices with genuinely sublinear bandwidth
• Almost-Hermitian random matrices and bandlimited point processes
• A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
• Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
• On the asymptotic distribution of eigenvalues of banded matrices

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