Distributions on matrix moment spaces

DOI10.1016/j.jmva.2014.06.015zbMath1298.60030OpenAlexW1964695007MaRDI QIDQ406505

Matthias Guhlich, Jan Nagel, Dette, Holger

Publication date: 8 September 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.015

zbMATH Keywords

random matricesmatrix measuresLaguerre ensembleGaussian ensemblemoment spacesMarchenko-Pastur lawrandom momentsWigner's semicircle law

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Canonical moments and random spectral measures
• A normal limit theorem for moment sequences
• Distributions on unbounded moment spaces and random moment sequences
• Large deviations for random matricial moment problems
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Random walks
• Asymptotic behavior of moment sequences
• Ratio asymptotics for orthogonal matrix polynomials
• Matrix measures, moment spaces and Favard's theorem for the interval \([0,1\) and \([0,\infty)\)]
• Large deviations for random power moment problem.
• Orthogonal matrix polynomials and higher-order recurrence relations
• Orthogonal matrix polynomials: zeros and Blumenthal's theorem
• Orthogonal matrix polynomials and applications
• Matrix measures, random moments, and Gaussian ensembles
• Matrix Analysis
• Orthogonal polynomial matrices on the unit circle
• On Orthogonal Polynomials With Respect to a Positive Definite Matrix of Measures
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• Extreme nth moments for distributions on [0, 1 and the inverse of a moment space map]
• The various definitions of the derivative in linear topological spaces
• Random Matrix Theory and Wireless Communications

This page was built for publication: Distributions on matrix moment spaces