Random block matrices generalizing the classical Jacobi and Laguerre ensembles

DOI10.1016/j.jmva.2010.03.013zbMath1193.60009OpenAlexW2063317769MaRDI QIDQ979241

Matthias Guhlich, Jan Nagel, Dette, Holger

Publication date: 25 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.03.013

zbMATH Keywords

matrix orthogonal polynomialsasymptotic spectral distributionrandom block matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

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