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Asymptotic *-moments of some random Vandermonde matrices

2016/02/08 by Boedihardjo, March, Dykema, Ken · 1 citation
#15B52 (46L54) #FOS: Mathematics #Operator Algebras (math.OA) #Probability (math.PR)

paper · doi:10.48550/arxiv.1602.02815

Abstract

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.

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