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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 μXN\mu_{X_N} of random block Toeplitz band matrices with given block order mm. In this note we will give explicit density functions of limNμXN\lim\limits_{N\to\infty}\mu_{X_N} when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of m×mm\times m Gaussian unitary ensemble (GUE for short). The series {limNμXNmN}\{\lim\limits_{N\to\infty}\mu_{X_N}|m\in\mathbb{N}\} 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.

Keywords

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

R2 v1 2026-06-21T18:50:10.693Z