Orthogonal polynomials and fluctuations of random matrices

DOI10.1515/CRELLE.2007.018zbMath1129.46054arXivmath/0503169MaRDI QIDQ3445248

Roland Speicher, Timothy Kusalik, James A. Mingo

Publication date: 8 June 2007

Published in: Journal für die reine und angewandte Mathematik (Crelles Journal) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503169

zbMATH Keywords

fluctuationasymptotic GaussianityWishart random matrixshifted Chebyshev polynomialplanar diagramnon-crossing half permutation

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51)

Related Items (13)

Second order freeness and fluctuations of random matrices. II: Unitary random matrices ⋮ The exactness of certain randomized \(C^{\ast }\)-algebras ⋮ Functional limit theorems for random regular graphs ⋮ Spectral statistics of the uni-modular ensemble ⋮ Global eigenvalue fluctuations of random biregular bipartite graphs ⋮ Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI ⋮ The non-commutative cycle lemma ⋮ Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem ⋮ Polynomial bounds for large Bernoulli sections of \(\ell_1^N\) ⋮ Asymptotic normality for traces of polynomials in independent complex Wishart matrices ⋮ Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces ⋮ Non‐crossing annular pairings and the infinitesimal distribution of the<scp>goe</scp> ⋮ Second order cumulants of products

Cites Work

• Unnamed Item
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Some properties of crossings and partitions
• On fluctuations of eigenvalues of random Hermitian matrices.
• Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
• Fluctations of the empirical law of large random matrices

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