Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. The continuous case.
Ledoux, M. (2004)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “A recursion formula for the moments of the gaussian orthogonal ensemble”
Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. The continuous case.
Orthogonal polynomial ensembles in probability theory.
König, Wolfgang (2005)
Probability Surveys [electronic only]
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Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials: the discrete case.
Ledoux, M. (2005)
Electronic Journal of Probability [electronic only]
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Large deviations and stochastic calculus for large random matrices.
Guionnet, Alice (2004)
Probability Surveys [electronic only]
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A scalarization technique for computing the power and exponential moments of Gaussian random matrices.
Vladimirov, Igor, Thompson, Bevan (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Random matrices, magic squares and matching polynomials.
Diaconis, Persi, Gamburd, Alex (2004)
The Electronic Journal of Combinatorics [electronic only]
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Spectrum of random Toeplitz matrices with band structure.
Kargin, Vladislav (2009)
Electronic Communications in Probability [electronic only]
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Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.
Hofmann-Credner, Katrin, Stolz, Michael (2008)
Electronic Communications in Probability [electronic only]
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Concentration of the spectral measure for large random matrices with stable entries.
Houdré, Christian, Xu, Hua (2008)
Electronic Journal of Probability [electronic only]
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Sparse recovery with pre-Gaussian random matrices
Simon Foucart, Ming-Jun Lai (2010)
Studia Mathematica
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For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.
The rate of convergence for spectra of GUE and LUE matrix ensembles
Friedrich Götze, Alexander Tikhomirov (2005)
Open Mathematics
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We obtain optimal bounds of order O(n −1) for the rate of convergence to the semicircle law and to the Marchenko-Pastur law for the expected spectral distribution functions of random matrices from the GUE and LUE, respectively.
Jack deformations of Plancherel measures and traceless Gaussian random matrices.
Matsumoto, Sho (2008)
The Electronic Journal of Combinatorics [electronic only]
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Universality for certain hermitian Wigner matrices under weak moment conditions
Kurt Johansson (2012)
Annales de l'I.H.P. Probabilités et statistiques
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We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality...