Asymptotic ⁎-moments of some random Vandermonde matrices

Лип 30 2017

Publication date:
1 October 2017
Source:Advances in Mathematics, Volume 318
Author(s): March Boedihardjo, Ken Dykema
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.