On spectral measures of random Jacobi matrices

Trinh Khanh Duy

doi:ojm/1539158661

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Home > Journals > Osaka J. Math. > Volume 55 > Issue 4 > Article

October 2018 On spectral measures of random Jacobi matrices

Trinh Khanh Duy

Osaka J. Math. 55(4): 595-617 (October 2018).

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Abstract

The paper studies the limiting behaviour 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-McKay distributions, respectively. The Gaussian fluctuation around the limit is then investigated.