Related papers: Spectral asymptotics for Kac-Murdock-Szeg\H{o} mat…
We compute the limiting statistical distribution of the eigenvalues of sequences of matrices whose entries satisfy what we call a vanishing mean variation condition and are $\mu$-distributed for some probability measure. As an application…
We study the asymptotic behavior, as $n\to\infty$, of ratios of Toeplitz determinants $D_n(e^h d\mu)/D_n(d\mu)$ defined by a measure $\mu$ on the unit circle and a sufficiently smooth function $h$. The approach we follow is based on the…
We study two specific symmetric random block Toeplitz (of dimension $k \times k$) matrices: where the blocks (of size $n \times n$) are (i) matrices with i.i.d. entries, and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on…
This work provides the general framework for obtaining strong Szeg\H{o} limit theorems for multi-bordered, semi-framed, framed, and multi-framed Toeplitz determinants, extending the results of Basor et al. (2022) beyond the (single)…
The first Szego limit theorem has been extended by Bump-Diaconis and Tracy-Widom to limits of other minors of Toeplitz matrices. We extend their results still further to allow more general measures and more general determinants. We also…
The Szego-Widom theorem provides an expression for the determinant of block Toeplitz matrices in the asymptotic limit of large matrix dimension n. We show that the presence of zero modes, i.e, eigenvalues that vanish as \alpha^n,…
When $0\lt \rho \lt 1$, the Kac-Murdock-Szeg\"o matrix $K_n(\rho)=\left[\rho^{\lvert j-k \rvert}\right]_{j,k=1}^n$ is a Toeplitz correlation matrix with many applications and very well known spectral properties. We study the eigenvalues and…
We work out a generalization of the Szeg\"o limit theorems on the determinant of large matrices. We focus on matrices with nonzero leading principal minors and elements that decay to zero exponentially fast with the distance from the main…
The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…
We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…
We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSDs of…
We study the properties of stationary G-chains in terms of their generating functions. In particular, we prove an analogue of the Szeg\H{o} limit theorem for symplectic eigenvalues, derive an expression for the entropy rate of stationary…
This article deals with the limiting spectral distributions (LSD) of symmetric Toeplitz and Hankel matrices with dependent entries. For any fixed positive integer $m$, we consider these $n \times n$ matrices with entries $\{Y^{(m)}_j /…
Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
The singular value and spectral distribution of Toeplitz matrix sequences with Lebesgue integrable generating functions is well studied. Early results were provided in the classical Szeg{\H{o}} theorem and the Avram-Parter theorem, in which…
Confining a quantum particle in a compact subinterval of the real line with Dirichlet boundary conditions, we identify the connection of the one-dimensional fractional Schr\"odinger operator with the truncated Toeplitz matrices. We…
The Szeg\H{o} limit theorem by Fedele and Gebert for matrices of the type identity minus Hankel matrix is proved for the special case $1-\frac{\beta}{\pi}H_{N,\alpha}$ where $H_{N,\alpha}$ is the $N\times N$-Hilbert matrix,…
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma^{1/2}Z_k$, for $k=1,2$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and…
For complex $\rho$, the spectral properties of the Toeplitz matrix $K_{n}(\rho)=\left[\rho^{|j-k|}\right]_{j,k=1}^{n}$, often called the Kac-Murdock-Szeg{\omicron} matrix, have been examined in detail in two recent papers. The second paper,…