Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem

DOI10.1016/J.LAA.2014.11.006MaRDI QIDQ477759zbMATH OpenOpenAlexFDO

Authors Alexander Dubbs, Alan Edelman

Publication date 9 December 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04931

zbMATH Keywords

Toeplitz matrixfinite moment probleminfinite random matrix theoryJacobi parameters

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Toeplitz, Cauchy, and related matrices (15B05) Moment problems (44A60)

Abstract: The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their representations in one place. Inspired by the bordered Toeplitz form, we propose an algorithm for the finite moment problem by proposing a solution whose density has a bordered Toeplitz form.

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Cited in

(5)

• Spectra of Jacobi operators via connection coefficient matrices
• Kesten-McKay law for random subensembles of Paley equiangular tight frames
• A New Family of Number Sequences: Leonardo-Alwyn Numbers
• Computing spectral measures and spectral types
• Infinite Toeplitz and Laurent matrices with localized impurities

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• RMTool

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