Spectrum of random Toeplitz matrices with band structure

DOI10.1214/ECP.v14-1492zbMath1188.15036OpenAlexW2109679633MaRDI QIDQ1038983

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

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)

Related Items (13)

Limiting spectral distribution of a class of Hankel type random matrices ⋮ On fluctuations for random band Toeplitz matrices ⋮ The limiting spectral measure for ensembles of symmetric block circulant matrices ⋮ Random matrices with log-range correlations, and log-Sobolev inequalities ⋮ Distribution of eigenvalues of highly palindromic Toeplitz matrices ⋮ The top eigenvalue of the random Toeplitz matrix and the sine kernel ⋮ Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices ⋮ Limiting spectral distributions of some band matrices ⋮ A first Szegő's limit theorem for a class of non-Toeplitz matrices ⋮ Limiting spectral distribution of random \(k\)-circulants ⋮ Spectral statistics of non-Hermitian random matrix ensembles ⋮ Random matrix ensembles with split limiting behavior ⋮ Spectral distributions of periodic random matrix ensembles

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