Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem
Author(s)
Dubbs, Alexander Joseph; Edelman, Alan
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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.
Date issued
2014-11Department
Massachusetts Institute of Technology. Department of MathematicsJournal
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
ISSN
0024-3795