English

Kerov's interlacing sequences and random matrices

Probability 2015-06-12 v1

Abstract

To a N×NN \times N 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 (N1)×(N1)(N-1) \times (N-1) 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

R2 v1 2026-06-21T22:34:14.387Z