• 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