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 ) matrices: where the blocks (of size ) 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 ) when (a) is fixed and (b) is fixed and (c) and go to simultaneously. Further the LSD's obtained in (a) and (b) coincide with those in (c) when or respectively 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