Tridiagonal Random Matrix: Gaussian Fluctuations and Deviations

Tridiagonal Random Matrix: Gaussian Fluctuations and Deviations This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrices. Under quite general assumptions, we prove that the traces are approximately normally distributed. A Multi-dimensional central limit theorem is also obtained here. These results have several applications to various physical models and random matrix models, such as the Anderson model, the random birth–death Markov kernel, the random birth–death Q matrix and the $$\beta $$ β -Hermite ensemble. Furthermore, under an independent-and-identically-distributed condition, we also prove the large deviation principle as well as the moderate deviation principle for the traces. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Theoretical Probability Springer Journals

Tridiagonal Random Matrix: Gaussian Fluctuations and Deviations

Loading next page...
 
/lp/springer_journal/tridiagonal-random-matrix-gaussian-fluctuations-and-deviations-1txxnAAnla
Publisher
Springer US
Copyright
Copyright © 2016 by Springer Science+Business Media New York
Subject
Mathematics; Probability Theory and Stochastic Processes; Statistics, general
ISSN
0894-9840
eISSN
1572-9230
D.O.I.
10.1007/s10959-016-0683-7
Publisher site
See Article on Publisher Site

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

Monthly Plan

  • Read unlimited articles
  • Personalized recommendations
  • No expiration
  • Print 20 pages per month
  • 20% off on PDF purchases
  • Organize your research
  • Get updates on your journals and topic searches

$49/month

Start Free Trial

14-day Free Trial

Best Deal — 39% off

Annual Plan

  • All the features of the Professional Plan, but for 39% off!
  • Billed annually
  • No expiration
  • For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.

$588

$360/year

billed annually
Start Free Trial

14-day Free Trial