Related papers: Condition Number of Random Tridiagonal Toeplitz Ma…
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 this paper, we assume as a working hypothesis…
We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…
In this paper we study the asymptotic behavior for large argument of a family of solutions of the Painlev\'e equation P$_{\rm VI} arising in the context of Random Matrix Theory [1]. We show this family of solutions are uniquely determined…
Consider an $N\times N$ Toeplitz matrix $T_N$ with symbol ${a }(\lambda) := \sum_{\ell=-d_2}^{d_1} a_\ell \lambda^\ell$, perturbed by an additive noise matrix $N^{-\gamma} E_N$, where the entries of $E_N$ are centered i.i.d.~random…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
We study the spectra of $N\times N$ Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of…
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…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
We consider a singular perturbed eigenvalue problem for Laplace operator in a cylinder with frequent interchange of type of boundary condition on a lateral surface. These boundary conditions are prescribed by partition of lateral surface in…
Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…
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…
Inversion of Toeplitz matrices with singular symbol. Minimal eigenvalues. Three results are stated in this paper. The first one is devoted to the study of the orthogonal polynomial with respect of the weight $\varphi_{\alpha} (\theta)=\vert…
We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a…
We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
We consider the asymptotic behavior as $n\to\infty$ of the spectra of random matrices of the form \[\frac{1}{\sqrt{n-1}}\sum_{k=1}^{n-1}Z_{nk}\rho_n ((k,k+1)),\] where for each $n$ the random variables $Z_{nk}$ are i.i.d. standard Gaussian…
It was recently remarked by Lutz [{\it Phys. Rev. A} {\bf 67} (2003), 051402(R)] that the equation for the marginal Wigner distribution in an optical lattice admits a scale-free distribution corresponding to Tsallis statistics. Here we show…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
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…
In this paper, we study the asymptotic normality of the conditional maximum likelihood (ML) estimators for the truncated regression model and the Tobit model. We show that under the general setting assumed in his book, the conjectures made…