کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152344 958280 2011 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
چکیده انگلیسی

This paper can be thought of as a remark of Li et al. (2010), where the authors studied the eigenvalue distribution μXNμXN of random block Toeplitz band matrices with given block order mm. In this paper, we will give explicit density functions of limN→∞μXNlimN→∞μXN when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of m×mm×m Gaussian unitary ensemble (GUE for short). The series {limN→∞μXN∣m∈N}{limN→∞μXN∣m∈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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 12, December 2011, Pages 2026–2029
نویسندگان
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