Matrix Measures, Random Moments, and Gaussian Ensembles
نویسندگان
چکیده
منابع مشابه
Matrix measures, random moments and Gaussian ensembles
We consider the moment space Mn corresponding to p × p real or complex matrix measures defined on the interval [0, 1]. The asymptotic properties of the first k components of a uniformly distributed vector (S1,n, . . . , Sn,n) ∗ ∼ U(Mn) are studied if n → ∞. In particular, it is shown that an appropriately centered and standardized version of the vector (S1,n, . . . , Sk,n) ∗ converges weakly to...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2011
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-011-0370-7