Fluctuation of Eigenvalues for Random Toeplitz and Related Matrices

Dang-Zheng Liu, Xin Sun, Zheng-Dong Wang

Consider random symmetric Toeplitz matrices $T_n=(a_{i-j}{)}_{i,j=1}^n$ with matrix entries $a_j,j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}…