Related papers: Condition Number of Random Tridiagonal Toeplitz Ma…
We calculate the eigenvalues of a class of random matrices, namely the randomly segmented tridiagonal quasi-Toeplitz (rstq-T) matrix, in exact closed-form. The contexts under which these matrices arise are ubiquitous in physics. In our…
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…
Estimating the condition numbers of random structured matrices is a well known challenge, linked to the design of efficient randomized matrix algorithms. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The…
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…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We are interested in the relative conditioning of the problem $y_0\mapsto \mathrm{e}^{tA}y_0$, i.e., the relative conditioning of the action of the matrix exponential $\mathrm{e}% ^{tA}$ on a vector with respect to perturbations of this…
I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…
In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…
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…
We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…
It was shown in a series of recent publications that the eigenvalues of $n\times n$ Toeplitz matrices generated by so-called simple-loop symbols admit certain regular asymptotic expansions into negative powers of $n+1$. On the other hand,…
We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these…
This work is about the asymptotic spectral theory of tridiagonal Toeplitz matrices with matrix entries, with periodicity broken on a finite number of entries. Varying the ranks of these perturbations allow to interpolate between open…
We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ from each other on the unit circle. We obtain large $n$ asymptotics which…
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…
Structural properties of large random maps and lambda-terms may be gleaned by studying the limit distributions of various parameters of interest. In our work we focus on restricted classes of maps and their counterparts in the…
"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…
For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…
We observe a sample of $n$ independent $p$-dimensional Gaussian vectors with Toeplitz covariance matrix $ \Sigma = [\sigma_{|i-j|}]_{1 \leq i,j \leq p}$ and $\sigma_0=1$. We consider the problem of testing the hypothesis that $\Sigma$ is…