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arXiv · 1211.3864

Convergence of joint moments for independent random patterned matrices

Arup Bose·Rajat Subhra Hazra·Koushik Saha
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Abstract

It is known that the joint limit distribution of independent Wigner matrices satisfies a very special asymptotic independence, called freeness. We study the joint convergence of a few other patterned matrices, providing a framework to accommodate other joint laws. In particular, the matricial limits of symmetric circulants and reverse circulants satisfy, respectively, the classical independence and the half independence. The matricial limits of Toeplitz and Hankel matrices do not seem to submit to any easy or explicit independence/dependence notions. Their limits are not independent, free or half independent.

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Arup Bose, Rajat Subhra Hazra, Koushik Saha. 2012-11-16. Convergence of joint moments for independent random patterned matrices. https://doi.org/10.1214/10-aop597

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