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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- Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
- Finite diagonal random matrices
- On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
- Non-Hermitian tridiagonal random matrices and returns to the origin of a random walk
- Random doubly stochastic tridiagonal matrices
- Mean passage times for tridiagonal transition matrices
- Limiting spectral distributions of some band matrices
- Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
- On random polynomials generated by a symmetric three-term recurrence relation
- Monte Carlo with determinantal point processes
- Block Tridiagonal Matrices and a Beefed-up Version of the Ehrenfest Urn Model
- Macroscale behavior of random lower triangular matrices
- scientific article; zbMATH DE number 7662448 (Why is no real title available?)
- On the convergence of random tridiagonal matrices to stochastic semigroups
- Some patterned matrices with independent entries
- On fluctuations for random band Toeplitz matrices
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
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