Revisiting Toeplitz and Hankel random matrices via $*$-convergence of circulant-type matrices
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2026
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866911688680275968 |
|---|---|
| author | Bose, Arup Vishwakarma, Pradeep |
| author_facet | Bose, Arup Vishwakarma, Pradeep |
| contents | We establish the joint $*$-convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-circulant and left skew-circulant random matrices converge weakly a.s.~to complex Gaussian and symmetrized Rayleigh distributions, respectively.
The $*$-convergence of symmetric Toeplitz and Hankel random matrices is well known. So is the weak convergence of their random spectrum. However, not much is known about the limits. We exploit the connections of circulant, reverse circulant, and left skew-circulants with the Hankel and Toeplitz matrices, to show the $*$-convergence of the random symmetric Toeplitz matrix to the sum of two non-commutative self-adjoint variables, each having a real Gaussian distribution. A similar result holds for the non-symmetric Toeplitz matrix, but the variables are not self-adjoint and have a complex Gaussian distribution. The random Hankel matrix is shown to converge in $*$-distribution to a sum of two self-adjoint variables, each of which has a symmetrized Rayleigh distribution. As a consequence of these results, we also obtain a different proof of the convergence of the empirical spectral distribution of symmetric Toeplitz and Hankel matrices, and a slightly different way of expressing the moments of the limit spectral distribution. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_16160 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Revisiting Toeplitz and Hankel random matrices via $*$-convergence of circulant-type matrices Bose, Arup Vishwakarma, Pradeep Probability 60B10, 60B20, 15B52 We establish the joint $*$-convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-circulant and left skew-circulant random matrices converge weakly a.s.~to complex Gaussian and symmetrized Rayleigh distributions, respectively. The $*$-convergence of symmetric Toeplitz and Hankel random matrices is well known. So is the weak convergence of their random spectrum. However, not much is known about the limits. We exploit the connections of circulant, reverse circulant, and left skew-circulants with the Hankel and Toeplitz matrices, to show the $*$-convergence of the random symmetric Toeplitz matrix to the sum of two non-commutative self-adjoint variables, each having a real Gaussian distribution. A similar result holds for the non-symmetric Toeplitz matrix, but the variables are not self-adjoint and have a complex Gaussian distribution. The random Hankel matrix is shown to converge in $*$-distribution to a sum of two self-adjoint variables, each of which has a symmetrized Rayleigh distribution. As a consequence of these results, we also obtain a different proof of the convergence of the empirical spectral distribution of symmetric Toeplitz and Hankel matrices, and a slightly different way of expressing the moments of the limit spectral distribution. |
| title | Revisiting Toeplitz and Hankel random matrices via $*$-convergence of circulant-type matrices |
| topic | Probability 60B10, 60B20, 15B52 |
| url | https://arxiv.org/abs/2605.16160 |