Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices

@inproceedings{Hammond2003EigenvalueSD,
  title={Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices},
  author={C. Hammond and S. J. Miller},
  year={2003}
}
  • C. Hammond, S. J. Miller
  • Published 2003
  • Mathematics
  • Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distributi on p of mean 0, variance 1, and finite higher moments. The limiting spectr al measure (the density of normalized eigenvalues) converges wea kly to a new universal distribution with unbounded support, independe nt of p. This distribution’s moments are almost those of the Gaussian’s; the deficit may be interpreted in terms of Diophantine obstructions. Wi th a little more work, we obtain… CONTINUE READING
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