Distributions on unbounded moment spaces and random moment sequences

DOI10.1214/11-AOP693zbMath1255.60032arXiv1007.3369OpenAlexW3101939602MaRDI QIDQ693721

Jan Nagel, Dette, Holger

Publication date: 10 December 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3369

zbMATH Keywords

Laguerre ensembleJacobi ensembleGaussian ensemblemoment spacesWigner's semicircle lawcanonical momentsMarcenko-Pastur distributionrandom moment sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Moment problems and interpolation problems in the complex plane (30E05)

Related Items (8)

On spectral measures of random Jacobi matrices ⋮ Random moment problems under constraints ⋮ Distributions on matrix moment spaces ⋮ Performance and accuracy of the basic closure algorithm of quadrature-based moment methods ⋮ Hankel determinants of random moment sequences ⋮ Universality in random moment problems ⋮ Determinants of block Hankel matrices for random matrix-valued measures ⋮ Fast sampling from \(\beta \)-ensembles

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