Infinite random matrix theory, tridiagonal bordered Toeplitz matrices, and the moment problem

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 Toepli...

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Bibliographic Details
Main Authors: Dubbs, Alexander Joseph, Edelman, Alan
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:en_US
Published: Elsevier 2017
Online Access:http://hdl.handle.net/1721.1/108030
https://orcid.org/0000-0001-7676-3133