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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

Toeplitz matrices are ubiquitous and play important roles across many areas of mathematics. In this paper, we present some algebraic results concerning block Toeplitz matrices with block entries belonging to a commutative algebra $\AA$. The…

Functional Analysis · Mathematics 2022-10-14 Muhammad Ahsan Khan , Ameur Yagoub

Ensembles of random stochastic and bistochastic matrices are investigated. While all columns of a random stochastic matrix can be chosen independently, the rows and columns of a bistochastic matrix have to be correlated. We evaluate the…

Exactly Solvable and Integrable Systems · Physics 2009-09-29 V. Cappellini , H. -J. Sommers , W. Bruzda , K. Zyczkowski

Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…

Probability · Mathematics 2021-12-13 Ghurumuruhan Ganesan

We perform a systematic study of commutative $SO(p)$ invariant matrix models with quadratic and quartic potentials in the large $N$ limit. We find that the physics of these systems depends crucially on the number of matrices with a critical…

High Energy Physics - Theory · Physics 2014-08-05 Veselin G. Filev , Denjoe O'Connor

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Paulo Manrique-Mirón

In this work we study the convergence properties of the one-level parallel Schwarz method with Robin transmission conditions applied to the one-dimensional and two-dimensional Helmholtz and Maxwell's equations. One-level methods are not…

Numerical Analysis · Mathematics 2022-01-13 Niall Bootland , Victorita Dolean , Alexandros Kyriakis , Jennifer Pestana

The problems of uniform linear array (with uniform mutual coupling) calibration and Toeplitz covariance matrix estimation are re-examined for application in the receive arrays of modern High Frequency Over-the-Horizon Radars (HF OTHR).…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Yuri Abramovich , Tanit Pongsiri

Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) estimator for approximating the integral of a multivariate…

Numerical Analysis · Mathematics 2021-01-14 Josef Dick , Takashi Goda , Hiroya Murata

We study the joint convergence of independent copies of several patterned matrices in the noncommutative probability setup. In particular, joint convergence holds for the well known Wigner, Toeplitz, Hankel, reverse circulant and symmetric…

Probability · Mathematics 2012-04-20 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra

Out-of-time-order correlators (OTOC), vigorously being explored as a measure of quantum chaos and information scrambling, is studied here in the natural and simplest multi-particle context of bipartite systems. We show that two strongly…

Quantum Physics · Physics 2020-03-18 Ravi Prakash , Arul Lakshminarayan

Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An…

Machine Learning · Statistics 2016-10-12 Daniel L. Pimentel-Alarcón , Nigel Boston , Robert D. Nowak

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

Except the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist, share a common property--the number of times each random variable appears in the matrix is (more…

Probability · Mathematics 2010-03-30 Anirban Basak , Arup Bose

We study invertibility of matrices of the form $D+R$ where $D$ is an arbitrary symmetric deterministic matrix, and $R$ is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that…

Probability · Mathematics 2015-06-02 Brendan Farrell , Roman Vershynin

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Probability · Mathematics 2013-02-21 Omer Friedland , Ohad Giladi

This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…

Numerical Analysis · Mathematics 2024-06-04 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…

Probability · Mathematics 2013-04-25 Mamikon S. Ginovyan , Artur A. Sahakyan , Murad S. Taqqu

Let $\mathrm{D}^\mathrm{I}_{n \times n}$ be the Cartan domain of type I which consists of the complex $n \times n$ matrices $Z$ that satisfy $Z^*Z < I_n$. For a symbol $a \in L^\infty(\mathrm{D}^\mathrm{I}_{n \times n})$ we consider three…

Functional Analysis · Mathematics 2022-05-10 Raul Quiroga-Barranco
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