General tridiagonal random matrix models, limiting distributions and fluctuations
نویسندگان
چکیده
منابع مشابه
General Tridiagonal Random Matrix Models, Limiting Distributions and Fluctuations
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given in [3] and [4]. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions in some particular cases. We also discuss the limit of fluctuations, which, in a general context, turn out to be Gaussian. For the case of several random matrices, we ...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2008
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-008-0145-y