Spectral Measure of Large Random Hankel, Markov and Toeplitz Matrices
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_{k}\}$ of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables $\{X_{ij}\}_{j>i}...
| Veröffentlicht in: | The Annals of Probability. - Institute of Mathematical Statistics. - 34(2006), 1, Seite 1-38 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2006
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| Zugriff auf das übergeordnete Werk: | The Annals of Probability |
| Schlagworte: | Random matrix theory Spectral measure Free convolution Eulerian numbers Mathematics Physical sciences |
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