English

Condition Number of Random Tridiagonal Toeplitz Matrix

Probability 2023-05-23 v1

Abstract

In this manuscript it is considered the eigenvalues λj\lambda_j of a random tridiagonal Toeplitz matrix TT. We study the asymptotic behavior of the joint distribution of (λmin,λmax)({|{\lambda}|_{\min} ,|{\lambda}|_{\max}}). From this, we obtain the asymptotic distribution of the condition number when TT is symmetric. In the non-symmetric case, we understand well the singularity of the matrix and can give some good estimation of its condition number. It is remarkable that in both these cases, it is only necessary to consider two or three random variables, but this simplicity is apparent since the structure of the tridiagonal Toeplitz matrix provides non-trivial relation between them, which also induce the asymptotic behavior is completely determined by these input random variables. Also, we want to remark that our results are satisfied under mild conditions on the random variables.

Keywords

Cite

@article{arxiv.2305.11971,
  title  = {Condition Number of Random Tridiagonal Toeplitz Matrix},
  author = {Paulo Manrique-Mirón},
  journal= {arXiv preprint arXiv:2305.11971},
  year   = {2023}
}
R2 v1 2026-06-28T10:39:41.937Z