Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices

DOI10.1007/S10959-009-0260-4zbMath1237.15034arXiv0904.2958OpenAlexW2963305247MaRDI QIDQ662873

Dang-Zheng Liu, Zheng-Dong 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

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

Related Items (8)

Fluctuations of eigenvalues of patterned random matrices ⋮ Limiting spectral distribution of a class of Hankel type random matrices ⋮ On fluctuations for random band Toeplitz matrices ⋮ Universality in the fluctuation of eigenvalues of random circulant matrices ⋮ Unnamed Item ⋮ Circular law for random block band matrices with genuinely sublinear bandwidth ⋮ Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices ⋮ Some patterned matrices with independent entries

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• Matrix Analysis
• Scaling properties of band random matrices
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• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Toeplitz determinants, Fisher-Hartwig symbols, and random matrices
• Spectral Properties of Banded Toeplitz Matrices

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