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Finite diagonal random matrices. (English) Zbl 1278.82027

Summary: The goal of this article is to extend some results of I. Popescu [Probab. Theory Relat. Fields 144, No. 1–2, 179–220 (2009; Zbl 1165.82012)] in several directions. We establish the limiting spectral distribution (LSD) for \(r\)-diagonal matrices under reduced moment conditions compared to those required by Popescu [loc. cit.]. We also deal with the joint convergence of several sequences of such matrices. In particular, we show that there is a large class of such matrices where the joint limit is not free while the marginals are semicircular. We also consider matrices of the form \(X_{n}X_{n}^{T}\) where \(X _{n }\) is a sequence of nonsymmetric \(r\)-diagonal random matrices and establish their limiting spectral distribution.

MSC:

82B41 Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
60B20 Random matrices (probabilistic aspects)
60B10 Convergence of probability measures
46L53 Noncommutative probability and statistics
46L54 Free probability and free operator algebras
15B52 Random matrices (algebraic aspects)
15A18 Eigenvalues, singular values, and eigenvectors

Citations:

Zbl 1165.82012
Full Text: DOI

References:

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