arXiv Analytics

Sign in

arXiv:1602.02815 [math.PR]AbstractReferencesReviewsResources

Asymptotic *-moments of some random Vandermonde matrices

March Boedihardjo, Ken Dykema

Published 2016-02-08Version 1

Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the expectation of the trace there is an asymptotic *-distribution, equal to that of a C[0,1]-valued R-diagonal element.

Comments: 32 pages. Mathematica file available in consideration of computations of certain noncrossing cumulants
Categories: math.PR, math.OA
Subjects: 15B52, 46L54
Related articles: Most relevant | Search more
arXiv:math/0209278 [math.PR] (Published 2002-09-20, updated 2002-10-02)
The optimal order for the p-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates
arXiv:math/9811124 [math.PR] (Published 1998-11-20)
A comparison inequality for sums of independent random variables
arXiv:math/0503651 [math.PR] (Published 2005-03-29)
Moment inequalities for functions of independent random variables

Links

Toolbox