Matrix measures, random moments, and Gaussian ensembles

DOI10.1007/s10959-011-0370-7zbMath1237.60018arXiv0904.3847MaRDI QIDQ2428533

Jan Nagel, Dette, Holger

Publication date: 26 April 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.3847

zbMATH Keywords

random matrix; matrix measures; Jacobi ensemble; Gaussian ensemble; canonical moments; multivariate Beta distribution

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

15B52: Random matrices (algebraic aspects)

30E05: Moment problems and interpolation problems in the complex plane

Related Items

Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble, Distributions on matrix moment spaces, Operator-valued spectral measures and large deviations, The maximization of determinants of block Toeplitz matrices with applications in optimal design theory, Distributions on unbounded moment spaces and random moment sequences, Determinants of block Hankel matrices for random matrix-valued measures

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