Spectrum of random Toeplitz matrices with band structure

DOI10.1214/ECP.V14-1492MaRDI QIDQ1038983zbMATH OpenOpenAlexFDO

Authors Vladislav Kargin

Publication date 20 November 2009

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/223659, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticlec5ad.html

zbMATH Keywords

eigenvalueseigenvalue distributionnon-Gaussian distributionrandom Toeplitz matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Toeplitz, Cauchy, and related matrices (15B05)

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Cited in

(25)

• A few remarks on the operator norm of random Toeplitz matrices
• Random Toeplitz operators and eigenvalue distribution
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• On the number of connected components of the complement of limiting spectrum of Toeplitz band matrices
• Fluctuations of eigenvalues for random Toeplitz and related matrices
• Spectrum of a Feinberg-Zee random hopping matrix
• Distribution of eigenvalues of highly palindromic Toeplitz matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• The top eigenvalue of the random Toeplitz matrix and the sine kernel
• A phase transition for the limiting spectral density of random matrices
• Limiting spectral distribution of a class of Hankel type random matrices
• Limiting spectral distribution of random \(k\)-circulants
• Random matrices with log-range correlations, and log-Sobolev inequalities
• Spectral distributions of periodic random matrix ensembles
• On a limiting distribution of singular values of random band matrices
• Random matrix ensembles with split limiting behavior
• A first Szegő's limit theorem for a class of non-Toeplitz matrices
• Spectral statistics of non-Hermitian random matrix ensembles
• Limiting spectral distributions of some band matrices
• Limiting eigenvalue distribution for band random matrices
• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Convergence of a class of Toeplitz type matrices
• Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
• The spectral edge of some random band matrices
• On fluctuations for random band Toeplitz matrices

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