Limiting spectral distribution of block matrices with Toeplitz block structure

Abstract

We study two specific symmetric random block Toeplitz (of dimension k× k) matrices, where the blocks (of size n× n) are (i) matrices with iid entries and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on the entries, their limiting spectral distributions (LSDs) exist (after scaling by n k) when (a) k is fixed and n→∞(b) n is fixed and k→∞(c) n and k go to∞ simultaneously. Further, the LSDs obtained in (a) and (b) coincide with those in (c) when n or respectively k tends to infinity. This limit in (c) is the semicircle law in Case (i). In Case (ii), the limit is related to the limit of the random symmetric Toeplitz matrix as obtained by Bryc et al.(2006) and Hammond and Miller (2005).