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Twisted Toeplitz matrices constitute a generalization of Toeplitz matrices in the sense that the entries on each diagonal no longer need to be constant, but are given by the values of a continuous function on a partition of $[0,1]$. We…

概率论 · 数学 2026-04-23 Dario Giandinoto , Boris Shapiro

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…

复变函数 · 数学 2015-03-17 Steven Delvaux

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…

概率论 · 数学 2022-08-29 Sean O'Rourke , Philip Matchett Wood

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy $\sigma_{xy}^2:=\E \abs{H_{xy}}^2 =…

数学物理 · 物理学 2015-05-18 Laszlo Erdos , Antti Knowles

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

数学物理 · 物理学 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent, uniformly distributed random variables if $\abs{x-y}$ is less…

数学物理 · 物理学 2015-05-18 Laszlo Erdos , Antti Knowles

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

数学物理 · 物理学 2011-11-16 Antti Knowles , Jun Yin

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

概率论 · 数学 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distributions of these matrices exist almost surely and the limit is…

概率论 · 数学 2014-08-06 Anirban Basak , Arup Bose , Soumendu Sundar Mukherjee

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

数学物理 · 物理学 2021-04-28 Eugene Bogomolny , Olivier Giraud

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 consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^\mu=B(Y^\mu\otimes Y^\mu)$, $\mu=1,\dots,m_n$, where $Y^\mu$ are i.i.d. random vectors from $\mathbb R^n…

数学物理 · 物理学 2020-03-11 Daria Tieplova

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

概率论 · 数学 2016-03-08 Costel Peligrad , Magda Peligrad

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…

复变函数 · 数学 2009-11-26 Steven Delvaux , Maurice Duits

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

数学物理 · 物理学 2013-12-03 Valentin Vengerovsky

Using Grassmann variables and an analogy with two dimensional electrostatics, we obtain the average eigenvalue distribution $\rho(\omega)$ of ensembles of $N \times N$ asymmetrically diluted Hopfield matrices in the limit $N \rightarrow…

凝聚态物理 · 物理学 2016-08-31 D. A. Stariolo , E. M. F. Curado , F. A. Tamarit

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

数学物理 · 物理学 2011-01-25 Sasha Sodin

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…

数学物理 · 物理学 2018-08-29 Vlad Margarint

Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive…

概率论 · 数学 2016-06-10 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

概率论 · 数学 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen