Distribution of eigenvalues for highly palindromic real symmetric Toeplitz matrices, Journal of Theoretical Probability 25

Abstract. Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution 푝 of mean 0, variance 1 and finite higher moments. Previous work [BDJ, HM] showed that the limiting spectral measures (the density of normalized eigenval-ues) converge weakly and almost surely to a universal distribution almost that of the Gaussian, independent of 푝. The deficit from the Gaussian distribution is due to obstructions to solutions of Diophantine equations and can be removed (see [MMS]) by making the first row palindromic. In this paper, we study the case where there is more than one palindrome in the first row of a real sym-metric Toeplitz matrix. Using the method of moments and an analysis of the resulting Diophantine equations, we show that the moments of this ensemble converge to an universal distribution with a fatter tail than any previously see