Determinants of Random Block Hankel Matrices

arXiv1706.08914MaRDI QIDQ6288367FDOQ6288367

Authors: Holger Dette, Dominik Tomecki 

Publication date: 27 June 2017

Abstract: We consider the moment space $mathcal{M}_{2n+1}^p$ of moments up to the order $2n+1$ of $p_{n}imes{p}_n$ real matrix measures defined on the interval $[0,1]$. The asymptotic properties of the Hankel determinant ${logdet(M_{i+j}^{p_n}{)}_{i,j=0,ldots,lfloorntfloor}}_{tin[0,1]}$ of a uniformly distributed vector $(M_1,dots,M_{2n+1}{)}^{t}simmathcalU(mathcal{M}_{2n+1})$ are studied when the dimension $n$ of the moment space and the size of the matrices $p_n$ converge to infinity. In particular weak convergence of an appropriately centered and standardized version of this process is established. Mod-Gaussian convergence is shown and several large and moderate deviation principles are derived. Our results are based on some new relations between determinants of subblocks of the Jacobi-beta-ensemble,which are of their own interest and generalize Bartlett decomposition-type results for the Jacobi-beta-ensemble from the literature.

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