Joint convergence of several copies of different patterned random matrices

DOI10.1214/EJP.V17-1970MaRDI QIDQ456237zbMATH OpenOpenAlexFDO

Authors Riddhipratim Basu, Arup Bose, Shirshendu Ganguly, Rajat Subhra Hazra

Publication date 23 October 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.4099

zbMATH Keywords

Toeplitz matrixrandom matricesfree probabilityHankel matrixWigner matrixreverse circulant matrixjoint convergencepatterned matricessymmetric circulant matrix

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: We study the joint convergence of independent copies of several patterned matrices in the noncommutative probability setup. In particular, joint convergence holds for the well known Wigner, Toeplitz, Hankel, reverse circulant and symmetric circulant matrices. We also study some properties of the limits. In particular, we show that copies of Wigner becomes asymptotically free with copies of any of the above other matrices.

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(2)

• Convergence of joint moments for independent random patterned matrices
• The limiting distributions of large heavy Wigner and arbitrary random matrices

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