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

DOI10.1016/J.LAA.2014.11.006zbMATH Open1305.60012arXiv1502.04931OpenAlexW2734391606MaRDI QIDQ477759FDOQ477759

Alexander Dubbs, Alan Edelman

Publication date: 9 December 2014

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

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.

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

Recommendations

• A simple approach to global regime of random matrix theory
• Another look at the moment method for large dimensional random matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Random block matrices and matrix orthogonal polynomials

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)

Cites Work

• The polynomial method for random matrices
• Lectures on the Combinatorics of Free Probability
• Title not available (Why is that?)
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Calculation of Gauss Quadrature Rules
• Symmetric Random Walks on Groups
• Title not available (Why is that?)
• Characteristic vectors of bordered matrices with infinite dimensions
• Identities involving Narayana polynomials and Catalan numbers
• Scattering Theory and Polynomials Orthogonal on the Real Line
• The expected eigenvalue distribution of a large regular graph
• Quantum probability and spectral analysis of graphs. With a foreword by Professor Luigi Accardi.
• The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
• Orthogonal polynomials
• Orthogonal polynomials and fluctuations of random matrices
• The strong limits of random matrix spectra for sample matrices of independent elements
• Bochner-Pearson-type characterization of the free Meixner class
• Semigroups of distributions with linear Jacobi parameters
• Bernstein-Szegő measures, Banach algebras, and scattering theory

Cited In (5)

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

Uses Software

• RMTool

This page was built for publication: Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q477759)