66 research outputs found

    Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices

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    Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues) converges weakly to a new universal distribution with unbounded support, independent of p. This distribution's moments are almost those of the Gaussian's; the deficit may be interpreted in terms of Diophantine obstructions. With a little more work, we obtain almost sure convergence. An investigation of spacings between adjacent normalized eigenvalues looks Poissonian, and not GOE.Comment: 24 pages, 3 figure

    On micro-structural effects in dielectric mixtures

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    The paper presents numerical simulations performed on dielectric properties of two-dimensional binary composites on eleven regular space filling tessellations. First, significant contributions of different parameters, which play an important role in the electrical properties of the composite, are introduced both for designing and analyzing material mixtures. Later, influence of structural differences and intrinsic electrical properties of constituents on the composite's over all electrical properties are investigated. The structural differences are resolved by the spectral density representation approach. The numerical technique, without any {\em a-priori} assumptions, for extracting the spectral density function is also presented.Comment: 24 pages, 8 figure and 7 tables. It is submitted to IEEE Transactions on Dielectrics and Electrical Insulatio

    Functionals of diffusion processes as stochastic integrals

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    Controlling of non-recurrent lattice random walks

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    Convergence of weighted averages of independent random variables

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    Martingale random central limit theorems

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