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Macroscale behavior of random lower triangular matrices

Probability 2021-04-07 v1 Functional Analysis

Abstract

We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn iid from a distribution with nonzero mean and finite variance. We show that such a matrix behaves like a probabilistic version of a Riemann sum and therefore in the limit behaves like the Volterra operator. Specifically, we analyze certain SOT-like and WOT-like modes of convergence for random lower triangular matrices to a scaled Volterra operator. We close with a brief discussion of moments.

Keywords

Cite

@article{arxiv.2104.02707,
  title  = {Macroscale behavior of random lower triangular matrices},
  author = {J. E. Pascoe and Tapesh Yadav},
  journal= {arXiv preprint arXiv:2104.02707},
  year   = {2021}
}

Comments

12 pages

R2 v1 2026-06-24T00:53:59.491Z