Spectral statistics of random Toeplitz matrices – Archive ouverte HAL

Eugene Bogomolny 1

Eugene Bogomolny. Spectral statistics of random Toeplitz matrices. Physical Review E , American Physical Society (APS), 2020, 102 (4), ⟨10.1103/PhysRevE.102.040101⟩. ⟨hal-03017017⟩

Spectral statistics of hermitian random Toeplitz matrices with independent identically distributed elements is investigated numerically. It is found that the eigenvalue statistics of complex Toeplitz matrices is surprisingly well approximated by the semi-Poisson distribution belonging to intermediate-type statistics observed in certain pseudo-integrable billiards. The origin of intermediate behaviour could be attributed to the fact that Fourier transformed random Toeplitz matrices have the same slow decay outside the main diagonal as critical random matrix ensembles. The statistical properties of the full spectrum of real random Toeplitz matrices with i.i.d. elements are close to the Poisson distribution but each of their constituted sub-spectra is again well described by the semi-Poisson distribution. The findings open new perspective in intermediate statistics.

  • 1. LPTMS - Laboratoire de Physique Théorique et Modèles Statistiques