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arXiv · 1601.01146

On spectral measures of random Jacobi matrices

Trinh Khanh Duy
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Abstract

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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Trinh Khanh Duy. 2017-10-11. On spectral measures of random Jacobi matrices. https://arxiv.org/abs/1601.01146

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