Spectral clustering properties of block multilevel Hankel matrices Original Research Article

By means of recent results concerning spectral distributions of Toeplitz matrices, we show that the singular values of a sequence of block p-level Hankel matrices Hn(μ), generated by a p-variate, matrix-valued measure μ whose singular part is finitely supported, are always clustered at zero, thus extending a result known when p=1 and μ is real valued and Lipschitz continuous. The theorems hold for both eigenvalues and singular values; in the case of singular values, we allow the involved matrices to be rectangular.