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arXiv · 1003.2010

Distribution of Eigenvalues of Highly Palindromic Toeplitz Matrices

Steven Jackson·Steven J. Miller·Thuy Pham
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Abstract

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the limiting spectral measures (the density of normalized eigenvalues) converge weakly and almost surely to a universal distribution almost that of the Gaussian, independent of p. The deficit from the Gaussian distribution is due to obstructions to solutions of Diophantine equations and can be removed (see [MMS]) by making the first row palindromic. In this paper, we study the case where there is more than one palindrome in the first row of a real symmetric Toeplitz matrix. Using the method of moments and an analysis of the resulting Diophantine equations, we show that the moments of this ensemble converge to an universal distribution with a fatter tail than any previously seen limiting spectral measure.

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Steven Jackson, Steven J. Miller, Thuy Pham. 2010-08-31. Distribution of Eigenvalues of Highly Palindromic Toeplitz Matrices. https://arxiv.org/abs/1003.2010

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