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A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth

Abstract

This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution ΞΌXN\mu_{X_N} of random block Toeplitz band matrices with given block order mm. In this note we will give explicit density functions of lim⁑Nβ†’βˆžΞΌXN\lim\limits_{N\to\infty}\mu_{X_N} when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of mΓ—mm\times m Gaussian unitary ensemble (GUE for short). The series {lim⁑Nβ†’βˆžΞΌXN∣m∈N}\{\lim\limits_{N\to\infty}\mu_{X_N}|m\in\mathbb{N}\} can be seen as a transition from the standard normal distribution to semicircle distribution. We also show a similar relationship between GOE and block Toeplitz band matrices with symmetric blocks.Comment: 6 page

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