Macroscale behavior of random lower triangular matrices

DOI10.1007/S13324-021-00621-1zbMATH Open1478.60017arXiv2104.02707OpenAlexW3216237525MaRDI QIDQ2054429FDOQ2054429

Authors: James Eldred Pascoe, Tapesh Yadav 

Publication date: 2 December 2021

Published in: Analysis and Mathematical Physics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2104.02707

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zbMATH Keywords

Volterra operatorrandom lower triangular matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Linear operators on function spaces (general) (47B38)

Cites Work

• Title not available (Why is that?)
• Triangular random matrices and biorthogonal ensembles
• 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 \(L_2(0,1)\)

Cited In (1)

• Triangular random matrices and biorthogonal ensembles

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