General tridiagonal random matrix models, limiting distributions and fluctuations

DOI10.1007/S00440-008-0145-YzbMath1165.82012arXivmath/0610827OpenAlexW2105936412MaRDI QIDQ1017900

Ionel Popescu

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610827

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

Related Items (17)

On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice ⋮ Continuum limits of random matrices and the Brownian carousel ⋮ On fluctuations for random band Toeplitz matrices ⋮ Finite diagonal random matrices ⋮ Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices ⋮ Monte Carlo with determinantal point processes ⋮ Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E ⋮ Linear eigenvalue statistics of XX′ matrices ⋮ Around the circular law ⋮ Unnamed Item ⋮ Limiting spectral distributions of some band matrices ⋮ GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES ⋮ On random polynomials generated by a symmetric three-term recurrence relation ⋮ Spectral fluctuations for Schrödinger operators with a random decaying potential ⋮ Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach ⋮ Some patterned matrices with independent entries

Cites Work

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• Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
• Free Random Variables
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Matrix models for beta ensembles

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