Asymptotic Generalized Eigenvalue Distribution of Block Multilevel Toeplitz Matrices
نویسندگان
چکیده
منابع مشابه
Asymptotic eigenvalue distribution of large Toeplitz matrices
We study the asymptotic eigenvalue distribution of Toeplitz matrices generated by a singular symbol. It has been conjectured by Widom that, for a generic symbol, the eigenvalues converge to the image of the symbol. In this paper we ask how the eigenvalues converge to the image. For a given Toeplitz matrix Tn(a) of size n, we take the standard approach of looking at det(ζ − Tn(a)), of which the ...
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Szegö’s theorem states that the asymptotic behavior of the eigenvalues of a Hermitian Toeplitz matrix is linked to the Fourier transform of its entries. This result was later extended to block Toeplitz matrices, i.e., covariance matrices of multivariate stationary processes. The present work gives a new proof of Szegö’s theorem applied to block Toeplitz matrices. We focus on a particular class ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2009
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2008.2006580