General tridiagonal random matrix models, limiting distributions and fluctuations
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Abstract: In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions in some particular cases. We also discuss the limit of fluctuations, which, in a general context, turn out to be Gaussian. For the case of several random matrices, we prove the convergence of the joint moments and the convergence of the fluctuations to a Gaussian family.
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Cited in
(24)- Tridiagonal random matrix: Gaussian fluctuations and deviations
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- Random doubly stochastic tridiagonal matrices
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
- Block Tridiagonal Matrices and a Beefed-up Version of the Ehrenfest Urn Model
- Around the circular law
- Continuum limits of random matrices and the Brownian carousel
- Limiting spectral distributions of some band matrices
- scientific article; zbMATH DE number 7662448 (Why is no real title available?)
- Spectral fluctuations for Schrödinger operators with a random decaying potential
- Some patterned matrices with independent entries
- On fluctuations for random band Toeplitz matrices
- Non-Hermitian tridiagonal random matrices and returns to the origin of a random walk
- Triangular random matrices and biorthogonal ensembles
- On the convergence of random tridiagonal matrices to stochastic semigroups
- Mean passage times for tridiagonal transition matrices
- On random polynomials generated by a symmetric three-term recurrence relation
- Finite diagonal random matrices
- Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
- Macroscale behavior of random lower triangular matrices
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