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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…

Probability · Mathematics 2022-08-29 Sean O'Rourke , Philip Matchett Wood

We establish asymptotic formulas for the determinants of finite Toeplitz + Hankel matrices of size N, as N goes to infinity for singular generating functions defined on the unit circle in the special case where the generating function is…

Functional Analysis · Mathematics 2008-04-21 Estelle L. Basor , Torsten Ehrhardt

In this survey we show how to produce asymptotics of determinants of structured matrices using operator theory methods. We describe the asymptotics for finite Toeplitz matrices, finite Toeplitz plus Hankel matrices and generalizations of…

Functional Analysis · Mathematics 2024-08-01 E. Basor , T. Ehrhardt , J. A. Virtanen

Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…

Probability · Mathematics 2010-10-18 Yi-Ting Li , Dang-Zheng Liu , Zheng-Dong Wang

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

We provide in this work an algorithm for approximating a very broad class of symmetric Toeplitz matrices to machine precision in $\mathcal{O}(n \log n)$ time with applications to fitting time series models. In particular, for a symmetric…

Numerical Analysis · Mathematics 2024-11-22 Christopher J. Geoga

In this note we study the induced $p$-norm of circulant matrices $A(n,\pm a, b)$, acting as operators on the Euclidean space $\mathbb{R}^n$. For circulant matrices whose entries are nonnegative real numbers, in particular for $A(n,a,b)$, we…

Functional Analysis · Mathematics 2023-05-24 Ludovick Bouthat , Apoorva Khare , Javad Mashreghi , Frédéric Morneau-Guérin

We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

The computation of the structured pseudospectral abscissa and radius (with respect to the Frobenius norm) of a Toeplitz matrix is discussed and two algorithms based on a low rank property to construct extremal perturbations are presented.…

Numerical Analysis · Mathematics 2022-12-22 Paolo Buttà , Nicola Guglielmi , Silvia Noschese

The conversion of resolvent conditions into semigroup estimates is crucial in the stability analysis of hyperbolic partial differential equations. For two families of multiple Toeplitz operators, we relate the power bound with a resolvent…

Numerical Analysis · Mathematics 2023-12-20 Yash Rastogi

We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…

Mathematical Physics · Physics 2015-05-28 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We study the Berezin-Toeplitz quantization on symplectic manifolds making use of the full off-diagonal asymptotic expansion of the Bergman kernel. We give also a characterization of Toeplitz operators in terms of their asymptotic expansion.…

Differential Geometry · Mathematics 2008-06-17 Xiaonan Ma , George Marinescu

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

Mathematical Physics · Physics 2015-06-16 Arno B. J. Kuijlaars , Lun Zhang

Unbounded (and bounded) Toeplitz operators (TO) with rational symbols are analysed in detail showing that they are densely defined closed and have finite dimensional kernels and deficiency spaces. The latter spaces as well as the domains,…

Functional Analysis · Mathematics 2021-10-22 Domenico P. L. Castrigiano

In this paper we consider asymmetric truncated Toeplitz operators acting between two finite-dimensional model spaces. We compute the dimension of the space of all such operators. We also describe the matrix representations of asymmetric…

Functional Analysis · Mathematics 2018-07-09 Joanna Jurasik , Bartosz Łanucha

We show that, under some general assumptions on the entries of a random complex $n \times n$ matrix $X_n$, the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges to the uniform law of an ellipsoid as $n$ tends to…

Probability · Mathematics 2016-01-29 Hoi Nguyen , Sean O'Rourke

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 consider smooth linear statistics of determinantal point processes on the complex plane, and their large scale asymptotics. We prove asymptotic normality in the finite variance case, where Soshnikov's theorem is not applicable. The…

Probability · Mathematics 2023-03-22 Antti Haimi , José Luis Romero

A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal $a$ on the diagonal and $b$ on the extra diagonals ($a, b\in \mathbb R$). The inverses of such matrices are…

Numerical Analysis · Mathematics 2016-11-29 Manuel Radons

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

Mathematical Physics · Physics 2009-11-11 T. Claeys , M. Vanlessen