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}
}
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12 pages