Orthogonal polynomials and fluctuations of random matrices

DOI10.1515/CRELLE.2007.018MaRDI QIDQ3445248zbMATH OpenFDO

Authors Timothy Kusalik, James A. Mingo, Roland Speicher

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

asymptotic Gaussianityfluctuationnon-crossing half permutationplanar diagramshifted Chebyshev polynomialWishart random matrix

Mathematics Subject Classification ID

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

Abstract: In this paper we establish a connection between the fluctuations of Wishart random matrices, shifted Chebyshev polynomials, and planar diagrams whose linear span form a basis for the irreducible representations of the annular Temperly-Lieb algebra.

Recommendations

• Gaussian Fluctuations for Random Matrices with Correlated Entries
• Orthogonal polynomials, Jacobi matrices and random matrices
• Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
• scientific article; zbMATH DE number 1036149
• Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials

Cites work

• Fluctations of the empirical law of large random matrices
• scientific article; zbMATH DE number 2207689 (Why is no real title available?)
• 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
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Some properties of crossings and partitions

Cited in

(26)

• The non-commutative cycle lemma
• Shape fluctuations and random matrices
• Polynomial bounds for large Bernoulli sections of _1N
• 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
• Skew-orthogonal polynomials and random-matrix ensembles
• Second order cumulants of products
• Skew-orthogonal polynomials, differential systems and random matrix theory
• The exactness of certain randomized \(C^{\ast }\)-algebras
• Random matrices, nonbacktracking walks, and orthogonal polynomials
• Functional limit theorems for random regular graphs
• Spectral statistics of the uni-modular ensemble
• Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI
• Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem
• scientific article; zbMATH DE number 6308148 (Why is no real title available?)
• Non-crossing annular pairings and the infinitesimal distribution of the GOE
• Schur polynomials and biorthogonal random matrix ensembles
• scientific article; zbMATH DE number 2205517 (Why is no real title available?)
• Orthogonal polynomials generated by random vectors
• A Note on Orthostochastic Matrices
• Crossover ensembles of random matrices and skew-orthogonal polynomials
• scientific article; zbMATH DE number 2207689 (Why is no real title available?)
• Global eigenvalue fluctuations of random biregular bipartite graphs
• The asymptotic infinitesimal distribution of a real Wishart random matrix
• Second order freeness and fluctuations of random matrices. II: Unitary random matrices
• Orthogonal polynomial ensembles in probability theory

This page was built for publication: Orthogonal polynomials and fluctuations of random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3445248)