General tridiagonal random matrix models, limiting distributions and fluctuations

DOI10.1007/S00440-008-0145-YzbMATH Open1165.82012arXivmath/0610827OpenAlexW2105936412MaRDI QIDQ1017900FDOQ1017900

Authors: Ionel Popescu 

Publication date: 13 May 2009

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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.

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

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Mathematics Subject Classification ID

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

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Cited In (23)

• Tridiagonal random matrix: Gaussian fluctuations and deviations
• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Monte Carlo with determinantal point processes
• Linear eigenvalue statistics of XX′ matrices
• Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
• 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
• Title not available (Why is that?)
• Some patterned matrices with independent entries
• Spectral fluctuations for Schrödinger operators with a random decaying potential
• On fluctuations for random band Toeplitz matrices
• 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
• Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
• Finite diagonal random matrices
• Macroscale behavior of random lower triangular matrices

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