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
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