Convergence of joint moments for independent random patterned matrices

DOI10.1214/10-AOP597zbMath1231.60006arXiv1211.3864OpenAlexW3100033439MaRDI QIDQ717892

Koushik Saha, Rajat Subhra Hazra, Arup Bose

Publication date: 10 October 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3864

zbMATH Keywords

free algebrasHankelsemicircular lawnoncommutative probabilityRayleigh distributionhalf commutativityhalf independencepatterned matricesempirical and limiting spectral distributionsymmetric circulantToeplitz and Wigner matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Convergence of probability measures (60B10) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (7)

Fluctuations of eigenvalues of patterned random matrices ⋮ Limiting spectral distribution of a class of Hankel type random matrices ⋮ SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES ⋮ Bulk behavior of Schur–Hadamard products of symmetric random matrices ⋮ Noncrossing partitions, Catalan words, and the semicircle law ⋮ Distribution of eigenvalues of highly palindromic Toeplitz matrices ⋮ Limiting Spectral Distributions of Families of Block Matrix Ensembles

Cites Work

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• Interpolations between bosonic and fermionic relations given by generalized Brownian motions
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• An Introduction to Random Matrices

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