Distributions on matrix moment spaces

Holger Dette; Matthias Guhlich; Jan Nagel

doi:10.1016/j.jmva.2014.06.015

Distributions on matrix moment spaces

Holger Dette, Matthias Guhlich, Jan Nagel

Research output: Contribution to journal › Article › Academic › peer-review

15 Downloads (Pure)

Abstract

In this paper we define distributions on the moment spaces corresponding to p*p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or the Gaussian unitary ensemble, respectively.

Original language	English
Journal	Journal of Multivariate Analysis
Volume	131
DOIs	https://doi.org/10.1016/j.jmva.2014.06.015
Publication status	Published - 2014
Externally published	Yes

Access to Document

10.1016/j.jmva.2014.06.015

Cite this

@article{5e7dba78b1b343f18083a330d605e8be,

title = "Distributions on matrix moment spaces",

abstract = "In this paper we define distributions on the moment spaces corresponding to p*p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or the Gaussian unitary ensemble, respectively.",

author = "Holger Dette and Matthias Guhlich and Jan Nagel",

year = "2014",

doi = "10.1016/j.jmva.2014.06.015",

language = "English",

volume = "131",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

}

TY - JOUR

T1 - Distributions on matrix moment spaces

AU - Dette, Holger

AU - Guhlich, Matthias

AU - Nagel, Jan

PY - 2014

Y1 - 2014

N2 - In this paper we define distributions on the moment spaces corresponding to p*p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or the Gaussian unitary ensemble, respectively.

AB - In this paper we define distributions on the moment spaces corresponding to p*p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or the Gaussian unitary ensemble, respectively.

U2 - 10.1016/j.jmva.2014.06.015

DO - 10.1016/j.jmva.2014.06.015

M3 - Article

SN - 0047-259X

VL - 131

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

Distributions on matrix moment spaces

Abstract

Access to Document

Fingerprint

Cite this