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

finite diagonal matricesfree independencelimiting spectral distributionsample covariance type matricessemicircle lawtridiagonal matrices

Mathematics Subject Classification ID

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

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Cites work

• General tridiagonal random matrix models, limiting distributions and fluctuations
• 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?)
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Patterned random matrices and method of moments
• Real Analysis and Probability

Cited in

(5)

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

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