Canonical Moments and Random Spectral Measures
نویسندگان
چکیده
منابع مشابه
Canonical moments and random spectral measures
Abstract: We study some connections between the random moment problem and the random matrix theory. A uniform pick in a space of moments can be lifted into the spectral probability measure of the pair (A, e) where A is a random matrix from a classical ensemble and e is a fixed unit vector. This random measure is a weighted sampling among the eigenvalues of A. We also study the large deviations ...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2009
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-009-0239-1