Spectral properties of block multilevel Hankel matrices
By means of a recent result concerning spectral distributions of Toeplitz matrices, the authors show that the singular values of a sequence of block \(p\)-level Hankel matrices \(H_n(\mu)\), generated by a \(p\)-variate matrix-valued measure \(\mu\) whose singular part is finitely supported, are always clustered at zero, thus extending a result known when \(p=1\) and \(\mu\) is real valued and Lipschitz continuous. The theorems hold for both eigenvalues and singular values; in the case of singular values, the authors allow the involved matrices to be rectangular. The main results are in Section 3.
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