Distributions on matrix moment spaces
نویسندگان
چکیده
In this paper we define distributions on the moment spaces corresponding to p×p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or the Gaussian unitary ensemble, respectively.
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 131 شماره
صفحات -
تاریخ انتشار 2014