Random block matrices and matrix orthogonal polynomials

DOI10.1007/S10959-008-0189-ZzbMATH Open1213.15026arXiv0809.4601OpenAlexW1983376083MaRDI QIDQ975319FDOQ975319

Authors: Bettina Reuther, Holger Dette 

Publication date: 9 June 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be uniformly approximated by roots of matrix orthogonal polynomials which were investigated independently from the random matrix literature. As a consequence we derive the asymptotic spectral distribution of these matrices. The limit distribution has a density, which can be represented as the trace of an integral of densities of matrix measures corresponding to the Chebyshev matrix polynomials of the first kind. Our results establish a new relation between the theory of random block matrices and the field of matrix orthogonal polynomials, which have not been explored so far in the literature.

Full work available at URL: https://arxiv.org/abs/0809.4601

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zbMATH Keywords

matrix orthogonal polynomialsChebyshev matrix polynomialsasymptotic eigenvalue distributionrandom block matrix model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

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Cited In (19)

• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Distribution of the eigenvalues of random block-matrices.
• Title not available (Why is that?)
• On some spectral properties of large block Laplacian random matrices
• On Dyukarev's resolvent matrix for a truncated Stieltjes matrix moment problem under the view of orthogonal matrix polynomials
• Random block matrices generalizing the classical Jacobi and Laguerre ensembles
• Graph connection Laplacian and random matrices with random blocks
• Approximations for the general block distribution of a matrix
• On the asymptotic distribution of block-modified random matrices
• Title not available (Why is that?)
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• Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem
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• Zeros and ratio asymptotics for matrix orthogonal polynomials
• From the Potapov to the Krein-Nudel'man representation of the resolvent matrix of the truncated Hausdorff matrix moment problem
• The matrix Toda equations for coefficients of a matrix three-term recurrence relation
• Block orthogonal polynomials: I. Definitions and properties

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