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I would like to know if there are any theoretical results on the distribution of the eigenvalues of Hankel matrices. I seek a result like the Marchenko–Pastur distribution for random matrices.

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1 Answer 1

As far as I know, there are no known results regarding extremal eigenvalues.

The only concrete result I know of regarding the density of states of random Hankel matrices is the following:

(Bose and Sen, 2006) For a Hankel matrix constructed from i.i.d. standard Gaussians, the limiting density of states is a normal distribution with mean 0 and variance 2/3.

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Thanks. Yes i have seen this article. I am looking for the min and max of the eigenvalues. –  david Sep 13 '12 at 7:59
That's as much as I know... good luck hunting! –  AcidFlask Sep 13 '12 at 13:17

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