Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem
Name
Edelman article in J Math Phys.pdf
Size
376.41 KB
Format
Adobe PDF
Checksum (MD5)
cacac92c426380a38eea945bfc2338c4
Author(s)
Dubbs, Alexander Joseph
Edelman, Alan
Date Issued
November 2014
Journal
Linear Algebra and its Applications
Publisher
Elsevier
Citation
Dubbs, Alexander, and Alan Edelman. “Infinite Random Matrix Theory, Tridiagonal Bordered Toeplitz Matrices, and the Moment Problem.” Linear Algebra and its Applications 467 (2015): 188–201.
Version
Author's final manuscript
Abstract
The four major asymptotic level density laws of random matrix theory may all be showcased through their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their representations in one place. Inspired by the bordered Toeplitz form, we propose an algorithm for the finite moment problem by proposing a solution whose density has a bordered Toeplitz form.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/j.laa.2014.11.006
