Matrix measures, random moments, and Gaussian ensembles

DOI10.1007/s10959-011-0370-7zbMath1237.60018arXiv0904.3847OpenAlexW2152957050MaRDI QIDQ2428533

Jan Nagel, Dette, Holger

Publication date: 26 April 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.3847

zbMATH Keywords

random matrixmatrix measuresJacobi ensembleGaussian ensemblecanonical momentsmultivariate Beta distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Moment problems and interpolation problems in the complex plane (30E05)

Related Items

Distributions on matrix moment spaces ⋮ Operator-valued spectral measures and large deviations ⋮ Distributions on unbounded moment spaces and random moment sequences ⋮ The maximization of determinants of block Toeplitz matrices with applications in optimal design theory ⋮ Determinants of block Hankel matrices for random matrix-valued measures ⋮ Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

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