Determinants of block Hankel matrices for random matrix-valued measures

DOI10.1016/J.SPA.2019.02.010MaRDI QIDQ2280025zbMATH OpenOpenAlexWikidataFDO

Authors Dominik Tomecki, Holger Dette

Publication date 17 December 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2019.02.010

zbMATH Keywords

large deviationsmoment spacesmatrix measuresBartlett-decompositionJacobi-beta-ensemblemod-\(\phi\)-convergence

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Moment problems (44A60)

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Cited in

(7)

• Linear spectral statistics of sequential sample covariance matrices
• The method of cumulants for the normal approximation
• scientific article; zbMATH DE number 919352 (Why is no real title available?)
• Hankel determinants of random moment sequences
• Likelihood ratio tests for many groups in high dimensions
• The volume of simplices in high-dimensional Poisson-Delaunay tessellations
• On a solution of the multidimensional truncated matrix-valued moment problem

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