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On the Limiting Distribution of the Spectra of Random Block Matrices

Alexander N. Tikhomirov ()
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Alexander N. Tikhomirov: Institute of Physics and Mathematics of FRC “Komi Science Center of Ural Branch of RAS”, Syktyvkar 167982, Russia

Mathematics, 2025, vol. 13, issue 13, 1-23

Abstract: The behavior of the spectra of symmetric block-type random matrices with symmetric blocks of high dimensionality is considered in this paper. Under minimal conditions regarding the distributions of matrix block elements (Lindeberg conditions), the universality of the limiting empirical distribution function of block-type random matrices is shown.

Keywords: block matrices; Toeplitz matrices; Hankel matrices; spectral distributions (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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