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} }
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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