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Sep
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comment What's the distribution of eigenvalues of a real and symmetric Toeplitz matrix?
@Farzad: sorry I couldn't answer earlier. Was on a holiday and not connected. $\lambda$ takes values $\lambda_j = -\pi+2\pi j/N$ for integer values of $0 \le j \le N$. The spectral density is the Fourier transform of the covariance sequence, hence for your case would be something like $\frac{1}{2\pi}(1 + \sum_{j}\rho^{|j|}\cos(\lambda_j))$.
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answered What's the distribution of eigenvalues of a real and symmetric Toeplitz matrix?