Transportation of measure, Young diagrams and random matrices
نویسندگان
چکیده
منابع مشابه
Spectral Measure of Large Random Hankel, Markov and Toeplitz Matrices
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {Xk} of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables {Xij}j>i of zero mean and unit variance, scaling the eigenvalues by √ n we prove the almost sure, weak convergence of the spectr...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2004
ISSN: 1350-7265
DOI: 10.3150/bj/1099579155