Title of article :
Random block matrices generalizing the classical Jacobi and Laguerre ensembles
Author/Authors :
Guhlich، نويسنده , , Matthias and Nagel، نويسنده , , Jan and Dette، نويسنده , , Holger، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2010
Pages :
14
From page :
1884
To page :
1897
Abstract :
In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the zeros of matrix orthogonal polynomials and obtain a rate for the maximum difference between the eigenvalues and the zeros. This relation between the random block matrices and matrix orthogonal polynomials allows a derivation of the asymptotic spectral distribution of the matrices.
Journal title :
Journal of Multivariate Analysis
Serial Year :
2010
Journal title :
Journal of Multivariate Analysis
Record number :
1565471
Link To Document :
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