The purpose of this note is to demonstrate the use of the results from the two recent papers [5] and [6] by Chandler-Wilde and the author for the explicit computation of the spectrum of two-sided infinite matrices with random diagonals. Here we consider the case of two random diagonals, one of them the main diagonal. Our result is a generalization of Theorem 8.1 in [24] by Trefethen, Contedini and Embree from the case of one random and one constant diagonal to the case of two random diagonals.
Keywords:
random matrix, spectral theory, Jacobi matrix, operators on $\ell^p$