pith:ZHCXY6XI
Revisiting Toeplitz and Hankel random matrices via $*$-convergence of circulant-type matrices
Random symmetric Toeplitz matrices converge in *-distribution to the sum of two non-commuting self-adjoint real Gaussian variables, while Hankel matrices converge to sums of symmetrized Rayleigh variables.
arxiv:2605.16160 v1 · 2026-05-15 · math.PR
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Claims
The random symmetric Toeplitz matrix converges in *-distribution to the sum of two non-commutative self-adjoint variables, each having a real Gaussian distribution. The random Hankel matrix converges to a sum of two self-adjoint variables each with symmetrized Rayleigh distribution.
The derivation rests on the structural connections between circulant, reverse-circulant and left skew-circulant matrices and the Toeplitz/Hankel matrices, together with the joint *-convergence of a random circulant matrix and a deterministic diagonal matrix.
The authors establish *-convergence of random Toeplitz and Hankel matrices to sums of Gaussian or Rayleigh non-commutative variables via circulant connections, yielding new proofs and moment expressions for their limiting spectral distributions.
References
Receipt and verification
| First computed | 2026-05-20T00:01:55.515495Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
c9c57c7ae874ef22d4040c07a2f55cbb072e1c988b1f430b162653e20c721fb8
Aliases
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ZHCXY6XIOTXSFVAEBQD2F5K4XM \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: c9c57c7ae874ef22d4040c07a2f55cbb072e1c988b1f430b162653e20c721fb8
Canonical record JSON
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