A theorem on the asymptotic eigenvalue distribution ofToeplitz-block-Toeplitz matrices

  • Authors:

  • P.A. Voois

  • Affiliations:

  • Integrated Inf. Technol., Santa Clara, CA

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1996

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Abstract

We extend Szego's eigenvalue distribution theorem to block Toeplitz matrices. A sequence of such matrices arises from the autocorrelation of a 2-D discrete random process. We show that the eigenvalues of the matrix sequence are asymptotically distributed like the samples of the random process' 2-D power spectrum