Macroscale behavior of random lower triangular matrices
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Publication:2054429
Abstract: We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn iid from a distribution with nonzero mean and finite variance. We show that such a matrix behaves like a probabilistic version of a Riemann sum and therefore in the limit behaves like the Volterra operator. Specifically, we analyze certain SOT-like and WOT-like modes of convergence for random lower triangular matrices to a scaled Volterra operator. We close with a brief discussion of moments.
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Cites work
- scientific article; zbMATH DE number 3781849 (Why is no real title available?)
- DT-operators and decomposability of Voiculescu's circular operator
- Invariant subspaces of the quasinilpotent DT-operator
- Multinomial identities arising from free probability theory.
- The norms and singular numbers of polynomials of the classical Volterra operator in \(L_2(0,1)\)
- Triangular random matrices and biorthogonal ensembles
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