Título: Joint convergence of several copies of different patterned random matrices
Autores: Basu, Riddhipratim; University of California, Berkeley
Bose, Arup; Indian Statistical Institute
Ganguly, Shirshendu; University of Washington
Hazra, Rajat Subhra; University of Zurich
Fecha: 2012-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Random matrices, free probability, joint convergence, patterned matrices, Toeplitz matrix, Hankel matrix, Reverse Circulant matrix, Symmetric Circulant matrix, Wigner matrix
Primary 60B20; Secondary 60B10; 46L53;46L54
Descripción: We study the joint convergence of independent copies of several patterned matrices in the non-commutative probability setup. In particular, joint convergence holds for the well known Wigner, Toeplitz, Hankel, Reverse Circulant and Symmetric Circulant matrices. We also study some properties of the limits. In particular, we show that copies of Wigner becomes asymptotically free with copies of any of the above other matrices.
Idioma: Inglés

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