Spectral measure of large random Hankel, Markov and Toeplitz matrices
Spectral measure of large random Hankel, Markov and Toeplitz matrices
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {Xk} of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables {Xij}j>i of zero mean and unit variance, scaling the eigenvalues by …