English

Limiting Spectral Distribution of Block Matrices with Toeplitz Block Structure

Probability 2011-11-09 v1

Abstract

We study two specific symmetric random block Toeplitz (of dimension k×kk \times k) matrices: where the blocks (of size n×nn \times n) are (i) matrices with i.i.d. entries, and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on the entries, their limiting spectral distributions (LSDs) exist (after scaling by nk\sqrt{nk}) when (a) kk is fixed and nn \to\infty (b) nn is fixed and kk\rightarrow \infty (c) nn and kk go to \infty simultaneously. Further the LSD's obtained in (a) and (b) coincide with those in (c) when nn or respectively kk tends to infinity. This limit in (c) is the semicircle law in case (i). In Case (ii) the limit is related to the limit of the random symmetric Toepiltz matrix as obtained by Bryc et al.(2006) and Hammond and Miller(2005).

Keywords

Cite

@article{arxiv.1111.1901,
  title  = {Limiting Spectral Distribution of Block Matrices with Toeplitz Block Structure},
  author = {Riddhipratim Basu and Arup Bose and Shirshendu Ganguly and Rajat Subhra Hazra},
  journal= {arXiv preprint arXiv:1111.1901},
  year   = {2011}
}

Comments

12 pages

R2 v1 2026-06-21T19:32:41.837Z