On spectral measures of random Jacobi matrices
classification
🧮 math.PR
keywords
measuresspectraldistributiondistributionsgaussianjacobilimitmatrices
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The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle distribution, Marchenko-Pastur distributions or Kesten-Mckey distributions, respectively. The Gaussian fluctuation around the limit is then investigated.
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