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Toeplitz matrices arise naturally in harmonic analysis, operator theory, and numerical analysis. In this note we investigate Toeplitz matrices whose coefficients depend on the matrix size through a scaled kernel $a_k=f(k/n)$. We show that…

Probability · Mathematics 2026-03-25 Jean-Christophe Pain

This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow…

Probability · Mathematics 2024-02-22 Kiran Kumar A. S , Shambhu Nath Maurya , Koushik Saha

Here, we consider a more general class of matrix-sequences and we prove that they belong to the maximal $*$-algebra of generalized locally Toeplitz (GLT) matrix-sequences. Then, we identify the associated GLT symbols and GLT momentary…

Numerical Analysis · Mathematics 2024-08-09 Nikos Barakitis , Valerio Loi , Stefano Serra-Capizzano

We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…

Mathematical Physics · Physics 2025-12-09 Saori Morimoto , Makoto Katori , Tomoyuki Shirai

We give a necessary and a sufficient condition for the boundedness of the Toeplitz product $T_FT_{G^*}$ on the vector valued Bergman space $L_a^2(\mathbb{C}^n)$, where $F$ and $G$ are matrix symbols with scalar valued Bergman space entries.…

Complex Variables · Mathematics 2008-04-29 Robert Kerr

In this paper, we consider $m$ independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the $m$ rectangular matrices is an $n$ by…

Probability · Mathematics 2021-04-08 Yongcheng Qi , Hongru Zhao

We consider banded block Toeplitz matrices $T_n$ with $n$ block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of $T_n$ for $n\to\infty$ weakly converges to one component of…

Complex Variables · Mathematics 2015-03-17 Steven Delvaux

This paper concerns the spectral analysis of matrix-sequences that are generated by the discretization and numerical approximation of partial differential equations (PDEs), in case the domain is a generic Peano-Jordan measurable set. It is…

Numerical Analysis · Mathematics 2021-09-21 Giovanni Barbarino

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

Probability · Mathematics 2022-09-07 Soumendu Sundar Mukherjee

Toeplitz matrices for the study of the fractional Laplacian on a bounded interval. In this work we get a deep link between (--$\Delta$) $\alpha$ ]0,1[ the fractional Laplacian on the interval ]0, 1[ and T N ($\Phi$ $\alpha$) the Toeplitz…

Classical Analysis and ODEs · Mathematics 2021-03-11 Philippe Rambour , Abdellatif Seghier

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

Probability · Mathematics 2016-03-08 Costel Peligrad , Magda Peligrad

Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…

Probability · Mathematics 2010-10-18 Yi-Ting Li , Dang-Zheng Liu , Zheng-Dong Wang

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

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…

Functional Analysis · Mathematics 2021-10-18 Rajendra Bhatia , Tanvi Jain , Ritabrata Sengupta

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

Mathematical Physics · Physics 2015-06-05 J. N. Kriel , F. G. Scholtz

We study small eigenvalues of Toeplitz operators on polarized complex projective manifolds. For Toeplitz operators whose symbols are supported on proper subsets, we prove the existence of eigenvalues that decay exponentially with respect to…

Complex Variables · Mathematics 2025-02-07 Siarhei Finski

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…

Probability · Mathematics 2010-09-01 Steven Jackson , Steven J. Miller , Thuy Pham

We begin by showing that any $n \times n$ matrix can be decomposed into a sum of $n$ circulant matrices with periodic relaxations on the unit circle. This decomposition is orthogonal with respect to a Frobenius inner product, allowing…

Numerical Analysis · Mathematics 2022-09-29 Hariprasad M. , Murugesan Venkatapathi

The first focus of this paper is the characterization of the spectrum and the singular values of the coefficient matrix stemming from the discretization with space-time grid for a parabolic diffusion problem and from the approximation of…

Numerical Analysis · Mathematics 2023-02-17 Matthias Bolten , Sven-Erik Ekström , Isabella Furci , Stefano Serra-Capizzano

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…

Probability · Mathematics 2011-11-09 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra