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We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

Mathematical Physics · Physics 2016-03-24 Tom Claeys , Benjamin Fahs

Asymptotic forms of the Hilbert-Scmidt and Hilbert norms of positive definite Toeplitz matrices $Q_{N}=(b(j-k))_{j,k=0}^{N-1}$ as $N\to \infty $ are determined. Here $b(j)$ are consequent trigonometric moments of a generating non-negative…

Spectral Theory · Mathematics 2007-05-23 Vadim M Adamyan , Jose L Iserte , Igor M Tkachenko

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…

Probability · Mathematics 2017-02-03 Zhou Fan , Andrea Montanari

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…

Complex Variables · Mathematics 2009-11-26 Steven Delvaux , Maurice Duits

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

In this article, we derive concentration inequalities for the spectral norm of two classical sample estimators of large dimensional Toeplitz covariance matrices, demonstrating in particular their asymptotic almost sure consistence. The…

Information Theory · Computer Science 2015-10-28 Julia Vinogradova , Romain Couillet , Walid Hachem

In this work, we investigate quantitative properties of correlation functions on the boundaries between two 2D Ising-like models with dual parameters $\beta$ and $\beta^{\star}$. Spin-spin correlators in such constructions without…

Statistical Mechanics · Physics 2025-08-05 Yizhuang Liu

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

Probability · Mathematics 2008-10-27 Giovanni Peccati , Murad S. Taqqu

We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If $X$ is the $n\times n$ symmetric matrix with $X_{ij}\sim N(0,b_{ij}^2)$, we show that…

Probability · Mathematics 2016-08-11 Afonso S. Bandeira , Ramon van Handel

In this paper we describe the asymptotic behaviour of the spectral norm of the product of two finite Toeplitz matrices as the matrix dimension goes to the infinity. These Toeplitz matrices are generated by positive functions with…

Spectral Theory · Mathematics 2012-10-30 Philippe Rambour

The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…

Functional Analysis · Mathematics 2008-07-09 Estelle L. Basor , Torsten Ehrhardt

The main goal of this paper is to characterise all the possible Ces\`aro and $L$-asymptotic limits of powerbounded, complex matrices. The investigation of the $L$-asymptotic limit of a powerbounded operator goes back to Sz.-Nagy and it…

Functional Analysis · Mathematics 2015-07-13 György Pál Gehér

In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…

Numerical Analysis · Mathematics 2024-07-11 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

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

multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such…

Numerical Analysis · Mathematics 2007-05-23 Stefano Serra Capizzano

The paper is devoted to exact and asymptotic formulas for the determinants of Toeplitz matrices with perturbations by blocks of fixed size in the four corners. If the norms of the inverses of the unperturbed matrices remain bounded as the…

Functional Analysis · Mathematics 2014-07-22 Albrecht Boettcher , Lenny Fukshansky , Stephan Ramon Garcia , Hiren Maharaj

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

In recent years, the Tian-Zelditch asymptotic expansion for the equivariant components of the Szeg\"{o} kernel of a polarized complex projective manifold, and its subsequent generalizations in terms of scaling limits, have played an…

Spectral Theory · Mathematics 2008-10-15 Roberto Paoletti