Limiting spectral distributions of some band matrices

DOI10.1007/S10998-011-7113-5MaRDI QIDQ663104zbMATH OpenOpenAlexFDO

Authors Arup Bose, Anirban Basak

Publication date 13 February 2012

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.5254

zbMATH Keywords

Toeplitz matrixcirculant matrixHankel matrixlimiting spectral distributionmoment methodempirical spectral distributionlarge dimensional random matrixreverse circulant matrixband matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Abstract: Except the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist, share a common property--the number of times each random variable appears in the matrix is (more or less) same across the variables. Thus it seems natural to ask what happens to the spectrum of the Toeplitz and Hankel matrices when each entry is scaled by the square root of the number of times that entry appears in the matrix instead of the uniform scaling by $n^{-1/2}$. We show that the LSD of these balanced matrices exist and derive integral formulae for the moments of the limit distribution. Curiously, it is not clear if these moments define a unique distribution.

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Cites work

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Cited in

(20)

• Random matrix ensembles with split limiting behavior
• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• Fluctuations of eigenvalues of patterned random matrices
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Limiting spectral distribution of a special circulant
• Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
• Distribution of eigenvalues of highly palindromic Toeplitz matrices
• Limiting spectral distributions of some band matrices
• scientific article; zbMATH DE number 7662448 (Why is no real title available?)
• Limiting spectral distribution of a class of Hankel type random matrices
• Some patterned matrices with independent entries
• The spectral edge of some random band matrices
• On fluctuations for random band Toeplitz matrices
• Circular law for random block band matrices with genuinely sublinear bandwidth
• Spectral distributions of periodic random matrix ensembles
• Circulant type matrices with the sum and product of Fibonacci and Lucas numbers
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
• Spectral statistics of non-Hermitian random matrix ensembles
• Limiting spectral distribution of block matrices with Toeplitz block structure

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