Spectral measure of large random Hankel, Markov and Toeplitz matrices

DOI10.1214/009117905000000495zbMath1094.15009arXivmath/0307330OpenAlexW3104192529MaRDI QIDQ2493173

Amir Dembo, Tiefeng Jiang, Wlodzimierz Bryc

Publication date: 12 June 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0307330

zbMATH Keywords

weak convergencefree convolutionspectral measurerandom matrixToeplitz matricesHankel matricesEulerian numberssemicircle lawMarkov matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items

Fluctuations of eigenvalues of patterned random matrices, Limiting spectral measures for random matrix ensembles with a polynomial link function, The Laplacian energy and Laplacian Estrada index of random multipartite graphs, Limiting spectral distribution of a class of Hankel type random matrices, On fluctuations for random band Toeplitz matrices, The Dirichlet Markov ensemble, The semicircle law for matrices with independent diagonals, The limiting spectral measure for ensembles of symmetric block circulant matrices, Semicircle law for a matrix ensemble with dependent entries, Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices, SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES, EMPIRICAL DISTRIBUTIONS OF LAPLACIAN MATRICES OF LARGE DILUTE RANDOM GRAPHS, Bulk behavior of Schur–Hadamard products of symmetric random matrices, Spectral measure of heavy tailed band and covariance random matrices, Vertices cannot be hidden from quantum spatial search for almost all random graphs, Spectrum of large euclidean random matrices generated from l_p ellipsoids, On the spectral distribution of large weighted random regular graphs, Random matrices with log-range correlations, and log-Sobolev inequalities, A note on the von Neumann entropy of random graphs, Distribution of eigenvalues of Toeplitz matrices with smooth entries, The von Neumann entropy of random multipartite graphs, Spectral statistics of sparse Erdős-Rényi graph Laplacians, Spectral properties for the Laplacian of a generalized Wigner matrix, Spectral distributions of adjacency and Laplacian matrices of random graphs, The sparse circular law under minimal assumptions, Limiting spectral distribution of sample autocovariance matrices, Gaussian analytic functions of bounded mean oscillation, Marchenko–Pastur law with relaxed independence conditions, Random matrices with row constraints and eigenvalue distributions of graph Laplacians, Hankel determinants of random moment sequences, The normal distribution is \(\boxplus\)-infinitely divisible, Limiting spectral distribution of a new random matrix model with dependence across rows and columns, Patterned sparse random matrices: A moment approach, Proof methods in random matrix theory, Product of exponentials and spectral radius of random \(k\)-circulants, Spectrum of Lévy-Khintchine random Laplacian matrices, Distribution of eigenvalues of highly palindromic Toeplitz matrices, The top eigenvalue of the random Toeplitz matrix and the sine kernel, Limiting spectral distribution of block matrices with Toeplitz block structure, Covariance matrix estimation for stationary time series, Limiting spectral distribution of \(XX^{\prime }\) matrices, Limiting Spectral Distributions of Families of Block Matrix Ensembles, Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices, Kernel density estimates in a non-standard situation, Random matrix theory in statistics: a review, Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices, Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices, Limiting spectral distributions of some band matrices, Asymptotic values of four Laplacian-type energies for matrices with degree-distance-based entries of random graphs, A Data-Driven McMillan Degree Lower Bound, On the Empirical Spectral Distribution of Lag-Covariance Matrix in Singular Spectrum Analysis, On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices, Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues, A first Szegő's limit theorem for a class of non-Toeplitz matrices, Random Laplacian matrices and convex relaxations, Local deformed semicircle law and complete delocalization for Wigner matrices with random potential, Fluctuations of eigenvalues and second order Poincaré inequalities, Spectrum of Markov Generators on Sparse Random Graphs, Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory, On the limiting spectral density of random matrices filled with stochastic processes, A few remarks on the operator norm of random Toeplitz matrices, Spectral analysis of large block random matrices with rectangular blocks, Spectral norm of circulant-type matrices, The Laplacian energy of random graphs, Spectral measure of large random Hankel, Markov and Toeplitz matrices, Low eigenvalues of Laplacian matrices of large random graphs, Limiting spectral distribution of random \(k\)-circulants, Convergence of joint moments for independent random patterned matrices, Computing moments of free additive convolution of measures, The semicircle law for matrices with ergodic entries, Determinants of block Hankel matrices for random matrix-valued measures, Spectral statistics of non-Hermitian random matrix ensembles, Eigenvalues of Euclidean random matrices, Concentration of the empirical spectral distribution of random matrices with dependent entries, Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature, Random matrix ensembles with split limiting behavior, From random matrices to long range dependence, On eigenvalue distribution of varying Hankel and Toeplitz matrices with entries of power growth or decay, Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles, Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group, Aspects of large random Markov kernels, Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices, Singular value distribution of the propagation matrix in random scattering media, Asymptotic analysis for extreme eigenvalues of principal minors of random matrices, On the Operator Norm of Random Rectangular Toeplitz Matrices, On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), The asymptotic value of graph energy for random graphs with degree-based weights, The circular law for sparse non-Hermitian matrices, A statistical approach to target detection and localization in the presence of noise, Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices, Distributions of eigenvalues of large Euclidean matrices generated from \(l_p\) balls and spheres, Spectra of adjacency and Laplacian matrices of inhomogeneous Erdős–Rényi random graphs, Spectral distributions of periodic random matrix ensembles, On some spectral properties of large block Laplacian random matrices, Some patterned matrices with independent entries, Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups, Random perturbations of matrix polynomials, Patterned random matrices: deviations from universality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the distribution of the roots of certain symmetric matrices
• Free probability theory and non-crossing partitions
• A probabilistic interpretation of Eulerian numbers
• Limiting spectral distribution of a special circulant
• Interpolations between bosonic and fermionic relations given by generalized Brownian motions
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• On the free convolution with a semi-circular distribution
• Real Analysis and Probability
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Eigenvalues, invariant factors, highest weights, and Schubert calculus
• Répartition asymptotique des valeurs propres de l’opérateur de Hecke 𝑇_𝑝
• On the law of addition of random matrices.