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It is known that the generating function $f$ of a sequence of Toeplitz matrices $\{T_n(f)\}_n$ may not describe the asymptotic distribution of the eigenvalues of $T_n(f)$ if $f$ is not real. In a recent paper, we assume as a working…

Numerical Analysis · Mathematics 2019-11-26 Sven-Erik Ekström , Paris Vassalos

Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices $T_{n}(f)$ generated by a function $f$, unfortunately, such a theory is not…

Numerical Analysis · Mathematics 2022-03-23 Manuel Bogoya , Stefano Serra-Cappizano , Paris Vassalos

Under appropriate technical assumptions, the simple-loop theory allows to deduce various types of asymptotic expansions for the eigenvalues of Toeplitz matrices generated by a function $f$. Independently and under the milder hypothesis that…

Numerical Analysis · Mathematics 2022-01-07 M. Bogoya , S. E. Ekström , S. Serra-Capizzano

The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and…

Numerical Analysis · Mathematics 2022-11-29 M. Bogoya , S. M. Grudsky , S. Serra-Capizzano

In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in…

Numerical Analysis · Mathematics 2024-12-20 Sven-Erik Ekström

In a series of recent papers the spectral behavior of the matrix sequence $\{Y_nT_n(f)\}$ is studied in the sense of the spectral distribution, where $Y_n$ is the main antidiagonal (or flip matrix) and $T_n(f)$ is the Toeplitz matrix…

Numerical Analysis · Mathematics 2022-07-20 Giovanni Barbarino , Sven-Erik Ekström , Stefano Serra-Capizzano , Paris Vassalos

The eigenvalues of Toeplitz matrices $T_{n}(f)$ with a real-valued symbol $f$, satisfying some conditions and tracing out a simple loop over the interval $[-\pi,\pi]$, are known to admit an asymptotic expansion with the form \[…

Numerical Analysis · Mathematics 2021-12-23 M. Bogoya , S. Serra-Capizzano

We study the spectral properties of flipped Toeplitz matrices of the form $H_n(f)=Y_nT_n(f)$, where $T_n(f)$ is the $n\times n$ Toeplitz matrix generated by the function $f$ and $Y_n$ is the $n\times n$ exchange (or flip) matrix having $1$…

Consider the Toeplitz matrix $T_n(f)$ generated by the symbol $f(\theta)=\hat{f}_r e^{\mathbf{i}r\theta}+\hat{f}_0+\hat{f}_{-s} e^{-\mathbf{i}s\theta}$, where $\hat{f}_r, \hat{f}_0, \hat{f}_{-s} \in \mathbb{C}$ and $0<r<n,~0<s<n$. For…

Numerical Analysis · Mathematics 2023-05-25 Sven-Erik Ekström , David Meadon

In this paper we consider an interval $[\theta\_{1}, \theta\_{2}] \subset [0, \pi]$ and $f$ a differentiable, periodic and even function sufficiently smooth such that $f(\theta) \in [f(\theta\_{1}, f(\theta\_{2})] \iff \theta \in…

Classical Analysis and ODEs · Mathematics 2025-12-02 Philippe Rambour

We study the asymptotic eigenvalue distribution of Toeplitz matrices generated by a singular symbol. It has been conjectured by Widom that, for a generic symbol, the eigenvalues converge to the image of the symbol. In this paper we ask how…

Mathematical Physics · Physics 2007-08-24 Seung-Yeop Lee , Hui Dai , Eldad Bettelheim

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…

Signal Processing · Electrical Eng. & Systems 2023-08-21 Yuri Abramovich , Tanit Pongsiri

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

In this work, we perform a spectral analysis of flipped multilevel Toeplitz sequences, i.e., we study the asymptotic spectral behaviour of $\{Y_{\boldsymbol{n}}T_{\boldsymbol{n}}(f)\}_{\boldsymbol{n}}$, where $T_{\boldsymbol{n}}(f)$ is a…

Numerical Analysis · Mathematics 2020-11-18 M. Mazza , J. Pestana

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

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…

Probability · Mathematics 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer

Asymptotic expansion of the eigenvalues of a Toeplitz matrix with real symbol. This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an symptotic expression…

Classical Analysis and ODEs · Mathematics 2021-04-27 Philippe Rambour

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

Starting from the definition of an $n\times n$ $g$-Toeplitz matrix, $T_{n,g}(u)=\left[\widehat{u}_{r-gs}\right]_{r,s=0}^{n-1},$ where $g$ is a given nonnegative parameter, $\{\widehat{u}_{k}\}$ is the sequence of Fourier coefficients of the…

Numerical Analysis · Mathematics 2019-05-09 Eric Ngondiep

This note starts from work done by Dai, Geary, and Kadanoff (Hui Dai, Zachary Geary, and Leo P. Kadanoff, H. Dai, Z. Geary and L. P. Kadanoff, Journal of Statistical Mechanics, P05012 (2009)) on exact eigenfunctions for Toeplitz operators.…

Mathematical Physics · Physics 2009-06-04 Leo P. Kadanoff
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