Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152123 | Statistics & Probability Letters | 2012 | 9 Pages |
Abstract
We study two specific symmetric random block Toeplitz (of dimension k×kk×k) matrices, where the blocks (of size n×nn×n) are (i) matrices with i.i.d. entries and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on the entries, their limiting spectral distributions (LSDs) exist (after scaling by nk) when (a) kk is fixed and n→∞n→∞ (b) nn is fixed and k→∞k→∞ (c) nn and kk go to ∞∞ simultaneously. Further, the LSDs obtained in (a) and (b) coincide with those in (c) when nn or respectively kk tends to infinity. This limit in (c) is the semicircle law in Case (i). In Case (ii), the limit is related to the limit of the random symmetric Toeplitz matrix as obtained by Bryc et al. (2006) and Hammond and Miller (2005).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Riddhipratim Basu, Arup Bose, Shirshendu Ganguly, Rajat Subhra Hazra,