Convergence of joint moments for independent random patterned matrices

DOI10.1214/10-AOP597MaRDI QIDQ717892zbMATH OpenOpenAlexFDO

Authors Arup Bose, Rajat Subhra Hazra, Koushik Saha

Publication date 10 October 2011

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

Full work available at URL https://arxiv.org/abs/1211.3864

zbMATH Keywords

free algebrasHankelsemicircular lawnoncommutative probabilityRayleigh distributionhalf commutativityhalf independencepatterned matricesempirical and limiting spectral distributionsymmetric circulantToeplitz and Wigner matrices

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Toeplitz, Cauchy, and related matrices (15B05) Free probability and free operator algebras (46L54)

Abstract: It is known that the joint limit distribution of independent Wigner matrices satisfies a very special asymptotic independence, called freeness. We study the joint convergence of a few other patterned matrices, providing a framework to accommodate other joint laws. In particular, the matricial limits of symmetric circulants and reverse circulants satisfy, respectively, the classical independence and the half independence. The matricial limits of Toeplitz and Hankel matrices do not seem to submit to any easy or explicit independence/dependence notions. Their limits are not independent, free or half independent.

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Cites work

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Cited in

(11)

• Distribution of eigenvalues of highly palindromic Toeplitz matrices
• Limiting spectral distribution of a class of Hankel type random matrices
• Fluctuations of eigenvalues of patterned random matrices
• Bulk behavior of Schur-Hadamard products of symmetric random matrices
• Spectral properties of random triangular matrices
• Noncrossing partitions, Catalan words, and the semicircle law
• scientific article; zbMATH DE number 65716 (Why is no real title available?)
• Patterned sparse random matrices: A moment approach
• Limiting Spectral Distributions of Families of Block Matrix Ensembles
• Joint convergence of several copies of different patterned random matrices
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