On the asymptotic eigenvalue distribution of block-Toeplitz matrices related to the generalized orthonormal basis functions model

摘要

In this paper we study the asymptotic distribution of the eigenvalues of a family of Hermitian block-Toeplitz matrices, generated by the internal signals of the so-called Generalized Orthonormal Basis Functions models. Our results are ageneralization of a well-known theorem of Szego, which addresses only the case of Hermitian Toeplitz matrices.