Toeplitz matrices from permutation displacements and the triangular kernel
Jean-Christophe Pain

TL;DR
This paper explores the spectral properties of Toeplitz matrices generated by permutation displacements, revealing their connection to the triangular kernel and integral operators, with implications for harmonic analysis and probabilistic interpretations.
Contribution
It introduces a combinatorial construction linking permutation displacements to Toeplitz matrices and characterizes the limiting spectral behavior using the triangular kernel.
Findings
Empirical eigenvalue mean converges to a weighted integral of the kernel.
Expected Toeplitz matrices from random permutations converge to a matrix generated by the triangular kernel.
Explicit eigenfunctions and eigenvalues of the associated integral operator are determined.
Abstract
Toeplitz matrices arise naturally in harmonic analysis, operator theory, and numerical analysis. In this note we investigate Toeplitz matrices whose coefficients depend on the matrix size through a scaled kernel . We show that the empirical mean of their eigenvalues converges to a weighted integral of , where the weight reflects the density of diagonals in Toeplitz matrices. We then introduce a combinatorial construction associating a Toeplitz matrix to a permutation via its displacement counts. For a uniformly random permutation, the expected matrix converges to the Toeplitz matrix generated by the triangular kernel . Interestingly, the triangular kernel also appears as the covariance function of the integrated Brownian motion, providing a probabilistic interpretation of the same operator. Finally, we analyze the integral operator with kernel …
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Taxonomy
TopicsRandom Matrices and Applications · Matrix Theory and Algorithms · Holomorphic and Operator Theory
