Spectral properties of random triangular matrices

DOI10.1142/S2010326312500037MaRDI QIDQ2920374zbMATH OpenOpenAlexFDO

Authors Riddhipratim Basu, Shirshendu Ganguly, Rajat Subhra Hazra, Arup Bose

Publication date 16 October 2012

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.1062

zbMATH Keywords

asymptotically freeCatalan wordsDT-operatorsHankel matricesjoint convergence of matriceslimiting spectral distributionsemicircular lawsymmetric circulant matricessymmetric wordsToeplitz matricestriangular matricesWigner matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner matrix, we derive expression for the moments of the LSD using properties of Catalan words. The problem of deriving explicit formulae for the moments of the LSD does not seem to be easy to solve for other patterned matrices. The LSD of the non-symmetric triangular Wigner matrix also does not seem to be easy to establish.

Review text

Inspired by the work of \textit{K. Dykema} and \textit{U. Haagerup} on their DT-operators in [Am. J. Math. 126, No. 1, 121--189 (2004; Zbl 1054.47026); J. Funct. Anal. 209, No. 2, 332--366 (2004; Zbl 1087.47006)], the authors study the moments of the limiting spectral distribution (LSD) of symmetric patterned triangular matrices with independent identically distributed (or with uniformly bounded moments) entries with mean 0 and variance 1, subject also to a technical condition on the link function.NEWLINENEWLINEThe last section of the paper is devoted to a discussion on other variants and absolute continuity.

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Cites work

• Another look at the moment method for large dimensional random matrices
• Convergence of joint moments for independent random patterned matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• Distribution of eigenvalues of real symmetric palindromic Toeplitz matrices and circulant matrices
• DT-operators and decomposability of Voiculescu's circular operator
• Invariant subspaces of the quasinilpotent DT-operator
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Limiting spectral distribution of a special circulant
• Multinomial identities arising from free probability theory.
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• On the Lambert \(w\) function
• Spectral measure of large random Hankel, Markov and Toeplitz matrices

Cited in

(8)

• Triangular random matrices and biorthogonal ensembles
• Limit theorems for free Lévy processes
• Macroscale behavior of random lower triangular matrices
• Spectral properties of left triangular matrices
• Patterned random matrices and method of moments
• Bulk behavior of Schur-Hadamard products of symmetric random matrices
• Noncrossing partitions, Catalan words, and the semicircle law
• scientific article; zbMATH DE number 7662448 (Why is no real title available?)

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