Limit distributions of random matrices
نویسندگان
چکیده
منابع مشابه
Limit Distributions for Random Hankel, Toeplitz Matrices and Independent Products
For random selfadjoint (real symmetric, complex Hermitian, or quaternion self-dual) Toeplitz matrices and real symmetric Hankel matrices, the existence of universal limit distributions for eigenvalues and products of several independent matrices is proved. The joint moments are the integral sums related to certain pair partitions. Our method can apply to random Hankel and Toeplitz band matrices...
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ژورنال
عنوان ژورنال: Advances in Mathematics
سال: 2014
ISSN: 0001-8708
DOI: 10.1016/j.aim.2014.06.015