A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
Probability
2011-08-16 v1
Abstract
This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution of random block Toeplitz band matrices with given block order . In this note we will give explicit density functions of when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of Gaussian unitary ensemble (GUE for short). The series can be seen as a transition from the standard normal distribution to semicircle distribution. We also show a similar relationship between GOE and block Toeplitz band matrices with symmetric blocks.
Cite
@article{arxiv.1108.2810,
title = {A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth},
author = {Yi-Ting Li and Dang-Zheng Liu and Xin Sun and Zheng-Dong Wang},
journal= {arXiv preprint arXiv:1108.2810},
year = {2011}
}
Comments
6 pages