Finite diagonal random matrices

DOI10.1007/S10959-011-0378-ZzbMath1278.82027OpenAlexW1987141060MaRDI QIDQ376269

Sanchayan Sen, Arup Bose

Publication date: 4 November 2013

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

Full work available at URL: https://doi.org/10.1007/s10959-011-0378-z

zbMATH Keywords

tridiagonal matriceslimiting spectral distributionsemicircle lawfree independencefinite diagonal matricessample covariance type matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Noncommutative probability and statistics (46L53) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

Related Items (1)

Tridiagonal random matrix: Gaussian fluctuations and deviations

Cites Work

• General tridiagonal random matrix models, limiting distributions and fluctuations
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Real Analysis and Probability
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