Kerov's interlacing sequences and random matrices
Probability
2015-06-12 v1
Abstract
To a real symmetric matrix Kerov assigns a piecewise linear function whose local minima are the eigenvalues of this matrix and whose local maxima are the eigenvalues of its submatrix. We study the scaling limit of Kerov's piecewise linear functions for Wigner and Wishart matrices. For Wigner matrices the scaling limit is given by the Verhik-Kerov-Logan-Shepp curve which is known from asymptotic representation theory. For Wishart matrices the scaling limit is also explicitly found, and we explain its relation to the Marchenko-Pastur limit spectral law.
Cite
@article{arxiv.1211.1507,
title = {Kerov's interlacing sequences and random matrices},
author = {Alexey Bufetov},
journal= {arXiv preprint arXiv:1211.1507},
year = {2015}
}
Comments
13 pages