A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
Abstract
This paper can be thought of as a remark of llw, where the authors studied the eigenvalue distribution μXN of random block Toeplitz band matrices with given block order m. In this note we will give explicit density functions of N∞μXN when the bandwidth grows slowly. In fact, these densities are exactly the normalized one-point correlation functions of m× m Gaussian unitary ensemble (GUE for short). The series \N∞μXN|m∈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.
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