On spectral measures of random Jacobi matrices
Probability
2017-10-12 v3
Abstract
The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle distribution, Marchenko-Pastur distributions or Kesten-Mckey distributions, respectively. The Gaussian fluctuation around the limit is then investigated.
Keywords
Cite
@article{arxiv.1601.01146,
title = {On spectral measures of random Jacobi matrices},
author = {Trinh Khanh Duy},
journal= {arXiv preprint arXiv:1601.01146},
year = {2017}
}
Comments
to appear in Osaka J. Math