Distributions on matrix moment spaces

DOI10.1016/J.JMVA.2014.06.015zbMATH Open1298.60030OpenAlexW1964695007MaRDI QIDQ406505FDOQ406505

Authors: Matthias Guhlich, Jan Nagel, Holger Dette 

Publication date: 8 September 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.06.015

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zbMATH Keywords

random matricesLaguerre ensembleGaussian ensemblemoment spacesMarchenko-Pastur lawmatrix measuresrandom momentsWigner's semicircle law

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Moment problems and interpolation problems in the complex plane (30E05)

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Cited In (1)

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