Finite diagonal random matrices

DOI10.1007/S10959-011-0378-ZMaRDI QIDQ376269zbMATH OpenOpenAlexFDO

Authors Arup Bose, Sanchayan Sen

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

limiting spectral distributiontridiagonal matricessemicircle lawfree independencefinite diagonal matricessample covariance type matrices

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5691097 (Why is no real title available?)
• scientific article; zbMATH DE number 1347881 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• General tridiagonal random matrix models, limiting distributions and fluctuations
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Patterned random matrices and method of moments
• Real Analysis and Probability

Cited in

(5)

• Tridiagonal random matrix: Gaussian fluctuations and deviations
• scientific article; zbMATH DE number 6304208 (Why is no real title available?)
• A simple observation on random matrices with continuous diagonal entries
• Diagonals of matrices stochastically similar to a given matrix
• Virial expansion for almost diagonal random matrices

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