Convergence of joint moments for independent random patterned matrices

DOI10.1214/10-AOP597zbMATH Open1231.60006arXiv1211.3864OpenAlexW3100033439MaRDI QIDQ717892FDOQ717892

Koushik Saha, Rajat Subhra Hazra, Arup Bose

Publication date: 10 October 2011

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

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.

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

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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)

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Cited In (9)

• Fluctuations of eigenvalues of patterned random matrices
• Spectral properties of random triangular matrices
• Title not available (Why is that?)
• Distribution of eigenvalues of highly palindromic Toeplitz matrices
• Bulk behavior of Schur–Hadamard products of symmetric random matrices
• Patterned sparse random matrices: A moment approach
• Limiting spectral distribution of a class of Hankel type random matrices
• Noncrossing partitions, Catalan words, and the semicircle law
• Limiting Spectral Distributions of Families of Block Matrix Ensembles

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