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2011 Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix
Arnab Sen, Balint Virag
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Electron. Commun. Probab. 16: 706-711 (2011). DOI: 10.1214/ECP.v16-1675

Abstract

We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a spectral averaging technique from the theory of random Schrödinger operators. The similar question for Hankel matrices remains open

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Arnab Sen. Balint Virag. "Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix." Electron. Commun. Probab. 16 706 - 711, 2011. https://doi.org/10.1214/ECP.v16-1675

Information

Accepted: 20 November 2011; Published: 2011
First available in Project Euclid: 7 June 2016

zbMATH: 1252.15041
MathSciNet: MR2861434
Digital Object Identifier: 10.1214/ECP.v16-1675

Subjects:
Primary: 35P20
Secondary: 60B20

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