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 Schr�dinger operators. The similar question for Hankel matrices remains open.
Original language | English (US) |
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Pages (from-to) | 706-711 |
Number of pages | 6 |
Journal | Electronic Communications in Probability |
Volume | 16 |
DOIs | |
State | Published - Jan 1 2011 |
Keywords
- Eigenvalue distribution
- Spectral averaging
- Toeplitz matrix