2000 character limit reached
On spectral measures of random Jacobi matrices
Published 6 Jan 2016 in math.PR | (1601.01146v3)
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.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.