Canonical moments and random spectral measures
From MaRDI portal
Publication:616259
DOI10.1007/S10959-009-0239-1zbMATH Open1204.60009arXiv0801.4400OpenAlexW2136408216MaRDI QIDQ616259FDOQ616259
Publication date: 7 January 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical ensemble and e is a fixed unit vector. This random measure is a weighted sampling among the eigenvalues of A. We also study the large deviations properties of this random measure when the dimension of the matrix grows. The rate function for these large deviations involves the reversed Kullback information.
Full work available at URL: https://arxiv.org/abs/0801.4400
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A large-deviation principle for Dirichlet posteriors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On asymptotics of eigenvectors of large sample covariance matrix
- Title not available (Why is that?)
- A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
- New scaling of Itzykson-Zuber integrals
- CMV matrices: Five years after
- Title not available (Why is that?)
- OPUC on one foot
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Asymptotic behavior of the Poisson-Dirichlet distribution for large mutation rate
- A functional large deviations principle for quadratic forms of Gaussian stationary processes
- Title not available (Why is that?)
- A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices
- Random matrix ensembles associated to compact symmetric spaces
- Large deviations for random power moment problem.
- A normal limit theorem for moment sequences
- Asymptotic behavior of moment sequences
- Geometry of moment spaces
- Asymptotic properties of the algebraic moment range process
- Large Deviations for Random Spectral Measures and Sum Rules
- A Cramér type theorem for weighted random variables
- Large deviations for the Fleming-Viot process with neutral mutation and selection. II.
- Free transportation cost inequalities via random matrix approximation
- Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
- A note on some random orthogonal polynomials on a compact interval
- Large deviations for functions of two random projection matrices
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (16)
- A note on some random orthogonal polynomials on a compact interval
- Distributions on matrix moment spaces
- Distributions on unbounded moment spaces and random moment sequences
- Large deviations for random matricial moment problems
- High temperature asymptotics of orthogonal mean-field spin glasses
- Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
- Fast sampling from \(\beta \)-ensembles
- Sum rules and large deviations for spectral measures on the unit circle
- Operator-valued spectral measures and large deviations
- Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
- Sum rules via large deviations
- Principal representations and canonical moment sequences for distributions on an interval
- Natural statistics for spectral samples
- Large deviations for spectral measures of some spiked matrices
- Random moment problems under constraints
- Erratum to: ``Canonical moments and random spectral measures
This page was built for publication: Canonical moments and random spectral measures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q616259)
