Spectrum of random perturbations of Toeplitz matrices with finite symbols

Spectrum of Random Toeplitz Matrices with Band Struc- Ture

This paper considers the eigenvalues of symmetric Toeplitz matrices with independent random entries and band structure. We assume that the entries of the matrices have zero mean and a uniformly bounded 4th moment, and we study the limit of the eigenvalue distribution when both the size of the matrix and the width of the band with non-zero entries grow to infinity. It is shown that if the bandwi...

TOEPLITZ MATRICES WITH FISHER - HARTWIG SYMBOLS 3 norm of a

We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result provides the asymptotics of the largest eigenvalue, which is of interest in time series with long-range memory.

Norms of Toeplitz Matrices with Fisher-Hartwig Symbols

we call a the symbol of the sequence {Tn} and denote Tn by Tn(a). The case where a is in L∞(T) is easy, since then ‖Tn(a)‖ → ‖a‖∞ as n → ∞. Things are more complicated for a ∈ L(T) \L∞(T). We here focus our attention on so-called FisherHartwig symbols with a single singularity, that is, we consider functions a of the form a(t) = |t− t0|φβ,t0(t)b(t) (t ∈ T) where t0 ∈ T, α is a complex number su...

Perturbations of Hermitian Matrices and Applications to Spectral Symbols

It is often observed in practice that matrix sequences {An}n generated by discretization methods applied to linear differential equations, possess a Spectral Symbol, that is a measurable function describing the asymptotic distribution of the eigenvalues of An. Sequences composed by Hermitian matrices own real spectral symbols, that can be derived through the axioms of Generalized Locally Toepli...

Toeplitz operators with special symbols