Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices

DOI10.1007/s10959-010-0326-3zbMath1237.15033arXiv1010.3191OpenAlexW2095560319MaRDI QIDQ662877

Yi-Ting Li, 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/1010.3191

zbMATH Keywords

semicircle laweigenvalues distributionalmost sure limitband matrixrandom block Hankel matrixrandom block Toeplitz matrix

Mathematics Subject Classification ID

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

Related Items

Sparse random block matrices ⋮ Limiting spectral distribution of a class of Hankel type random matrices ⋮ Limiting spectral distribution of block matrices with Toeplitz block structure ⋮ On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices ⋮ Spectral analysis of large block random matrices with rectangular blocks ⋮ Spectral statistics of non-Hermitian random matrix ensembles ⋮ Random matrix ensembles with split limiting behavior ⋮ Bulk behaviour of some patterned block matrices ⋮ On some spectral properties of large block Laplacian random matrices

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