Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146328 | Journal of Multivariate Analysis | 2010 | 14 Pages |
Abstract
In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the zeros of matrix orthogonal polynomials and obtain a rate for the maximum difference between the eigenvalues and the zeros. This relation between the random block matrices and matrix orthogonal polynomials allows a derivation of the asymptotic spectral distribution of the matrices.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Matthias Guhlich, Jan Nagel, Holger Dette,