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Limiting spectral distribution of random birth-death \(Q\) matrices. (Chinese. English summary) Zbl 1488.60007

Summary: This article studies the limiting spectral distributions of random birth-death \(Q\) matrices. Under the strictly stationary ergodic condition, we prove that the empirical spectral distribution converges weakly to a nonrandom probability distribution. Furthermore, in the situations without strictly stationary ergodic condition, we study a class of random birth-death \(Q\) matrices corresponding to generalizations of the Beta-Hermite ensembles, and establish the existence as well as convolution formulations for their limiting spectral distributions. In particular, for the random birth-death \(Q\) matrices corresponding to the Beta-Hermite ensembles, the limiting spectral distribution is the convolution of the semi-circle law and Dirac measure \(\delta_{-2}\).

MSC:

60B20 Random matrices (probabilistic aspects)
60F05 Central limit and other weak theorems
62M15 Inference from stochastic processes and spectral analysis
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