7 Random Matrices , Non - Backtracking Walks , and Orthogonal Polynomials

نویسنده

  • SASHA SODIN
چکیده

Several well-known results from the random matrix theory, such as Wigner’s law and the Marchenko–Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the limiting spectral measure play a rôle in this approach.

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تاریخ انتشار 2008