TY - JOUR
T1 - On spectral measures of Random Jacobi matrices
AU - Duy, Trinh Khanh
N1 - Funding Information:
2010 Mathematics Subject Classification. Primary 60B20; Secondary 60F05. This work is supported by JSPS Grant-in-Aid for Young Scientists (B) no. 16K17616.
Publisher Copyright:
© 2018, Osaka University. All rights reserved.
PY - 2018/10
Y1 - 2018/10
N2 - The paper studies the limiting behaviour 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-McKay distributions, respectively. The Gaussian fluctuation around the limit is then investigated.
AB - The paper studies the limiting behaviour 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-McKay distributions, respectively. The Gaussian fluctuation around the limit is then investigated.
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M3 - Article
AN - SCOPUS:85051655941
SN - 0030-6126
VL - 55
SP - 595
EP - 617
JO - Osaka Journal of Mathematics
JF - Osaka Journal of Mathematics
IS - 4
ER -