Related papers: On the spectral norm of a random Toeplitz matrix
In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…
In this paper we describe some properties of companion matrices and demonstrate some special patterns that arise when a Toeplitz or a Hankel matrix is multiplied by a related companion matrix. We present a new condition, generalizing known…
Toeplitz matrices are characterized by their constant diagonals, have been extensively studied in various settings, including over real and complex numbers. However, their study over quaternions is quite sparse. In this paper, we…
For a class of random band matrices of band width $W$, we prove regularity of the average spectral measure at scales $\epsilon \geq W^{-0.99}$, and find its asymptotics at these scales.
For each non-negative integer $n$ let $\mathcal{A}_n$ be an $n+1$ by $n+1$ Toeplitz matrix over a finite field, $F$, and suppose for each $n$ that $\mathcal{A}_n$ is embedded in the upper left corner of $\mathcal{A}_{n+1}$. We study the…
We prove localization with high probability on sets of size of order $N/\log N$ for the eigenvectors of non-Hermitian finitely banded $N\times N$ Toeplitz matrices $P_N$ subject to small random perturbations, in a very general setting. As…
A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population mean and covariance are unknown. A natural block extension…
The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…
A conference matrix of order $n$ is an $n\times n$ matrix $C$ with diagonal entries $0$ and off-diagonal entries $\pm 1$ satisfying $CC^\top=(n-1)I$. If $C$ is symmetric, then $C$ has a symmetric spectrum $\Sigma$ (that is,…
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.
The analysis of the spectral features of a Toeplitz matrix-sequence $\left\{T_{n}(f)\right\}_{n\in\mathbb N}$, generated by a symbol $f\in L^1([-\pi,\pi])$, real-valued almost everywhere (a.e.), has been provided in great detail in the last…
Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For…
We give metric theorems for the property of Borel normality for real numbers under the assumption of digit dependencies in their expansion in a given integer base. We quantify precisely how much digit dependence can be allowed such that,…
Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…
Spectrahedra are affine-linear sections of the cone $\mathcal{P}_n$ of positive semidefinite symmetric $n\times n$-matrices. We consider random spectrahedra that are obtained by intersecting~$\mathcal{P}_n$ with the affine-linear space…
Under binary matrices we mean matrices whose entries take one of two values. In this paper, explicit formulae for calculating the determinant of some type of binary Toeplitz matrices are obtained. Examples of the application of the…
For a square matrix, the range of its Rayleigh quotients is known as the numerical range, which is a compact and convex set by the Toeplitz-Hausdorff theorem. The largest value and the smallest boundary value (in magnitude) of this convex…
Recently, the spectral geometric mean has been studied by some papers. In this paper, we firstly estimate the H\"{o}lder type inequality of the spectral geometric mean of positive invertible operators on the Hilbert space for all real order…