Products of correlated symmetric matrices and \(q\)-Catalan numbers
DOI10.1007/s00440-002-0225-3zbMath1020.15025OpenAlexW81040300MaRDI QIDQ1871662
Publication date: 4 May 2003
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-002-0225-3
generating functionsspectral measurerandom matrixWigner matrices\(q\)-hypergeometric functiongeneralized Rogers-Ramanujan continued fraction\(q\)-catalan numbersMarkovian correlationsWigner processWigner semicircle distribution
Central limit and other weak theorems (60F05) (q)-calculus and related topics (05A30) Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Basic hypergeometric functions in one variable, ({}_rphi_s) (33D15) Random matrices (algebraic aspects) (15B52)
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