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

Functional Analysis · Mathematics 2017-09-21 Philippe Rambour

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

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

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

Self-adjoint Toeplitz operators have purely absolutely continuous spectrum. For Toeplitz operators $T$ with piecewise continuous symbols, we suggest a further spectral classification determined by propagation properties of the operator $T$,…

Spectral Theory · Mathematics 2022-11-16 Alexander V. Sobolev , Dmitri Yafaev

In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…

Probability · Mathematics 2023-05-23 Paulo Manrique-Mirón

Generalized Locally Toeplitz (GLT) matrix sequences arise from large linear systems that approximate Partial Differential Equations (PDEs), Fractional Differential Equations (FDEs), and Integro-Differential Equations (IDEs). GLT sequences…

Numerical Analysis · Mathematics 2024-07-25 V. B. Kiran Kumar , N. S. Sarathkumar

The spectral symbols are useful tools to analyse the eigenvalue distribution when dealing with high dimensional linear systems. Given a matrix sequence with an asymptotic symbol, the last one depends only on the spectra of the individual…

Numerical Analysis · Mathematics 2017-10-03 Giovanni Barbarino

The paper revisits the classical problem of evaluating $f(A)$ for a real function $f$ and a matrix $A$ with real spectrum. The evaluation is based on expanding $f$ in Chebyshev polynomials, and the focus of the paper is to study the…

Numerical Analysis · Mathematics 2018-12-27 Nir Sharon , Yoel Shkolnisky

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

Numerical Analysis · Mathematics 2024-02-08 Alec Schiavoni Piazza , David Meadon , Stefano Serra-Capizzano

In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large n asymptotic of certain coupled set of functions. This…

Probability · Mathematics 2016-11-25 Leonard N. Choup

In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…

Functional Analysis · Mathematics 2024-01-02 Sergei M. Grudsky , Egor A. Maximenko , Alejandro Soto-González

Let L^k be a high power of a hermitian holomorphic line bundle over a complex manifold X. Given a differential form f on X, we define a super Toeplitz operator T(f) acting on the space of harmonic (0,q)-forms with values in L^k, with symbol…

Complex Variables · Mathematics 2007-05-23 Robert Berman

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 study asymptotic spectral properties of the generalized Hilbert $L$-matrix \[ L_{n}(\nu)=\left(\frac{1}{\max(i,j)+\nu}\right)_{i,j=0}^{n-1}, \] for large order $n$. First, for general $\nu\neq0,-1,-2,\dots$, we deduce the asymptotic…

Spectral Theory · Mathematics 2022-08-03 František Štampach

Let $T$ be a square matrix with a real spectrum, and let $f$ be an analytic function. The problem of the approximate calculation of $f(T)$ is discussed. Applying the Schur triangular decomposition and the reordering, one can assume that $T$…

Numerical Analysis · Mathematics 2021-06-01 P. Kubelík , V. G. Kurbatov , I. V. Kurbatova

Suppose that $T_n$ is a Toeplitz matrix whose entries come from a sequence of independent but not necessarily identically distributed random variables with mean zero. Under some additional tail conditions, we show that the spectral norm of…

Probability · Mathematics 2007-10-29 Mark W. Meckes

We study the spectrum of the Toeplitz matrix with a sine kernel, which corresponds to the single-particle reduced density matrix for free fermions on the one-dimensional lattice. For the spectral determinant of this matrix, a…

Mesoscale and Nanoscale Physics · Physics 2013-09-04 Dmitri A. Ivanov , Alexander G. Abanov

We consider the class of positive bounded and semi-continuous functions defined on the two dimensional torus If f belongs to this class, then f will be considered as the symbol of a Toeplitz operator truncated on a triangle parametrised by…

Functional Analysis · Mathematics 2013-02-26 Jean-Marc Rinkel , Abdellatif Seghier

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

Probability · Mathematics 2025-10-27 Gernot Akemann , Sung-Soo Byun , Yong-Woo Lee