Analysis Article Mathematical Methods in Physics Mathematics Mathematics and Statistics
We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn i.i.d. from a distribution with nonzero mean and finite variance. We show that such a matrix behaves like a probabilistic version of a Riemann sum and therefore in the limit behaves like the Volterra operator. Specifically, we analyze certain SOT-like and WOT-like modes of convergence for random lower triangular matrices to a scaled Volterra operator. We close with a brief discussion of moments.
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Details
Title
Macroscale behavior of random lower triangular matrices
Creators
J. E. Pascoe - University of Florida
Tapesh Yadav - University of Florida
Publication Details
Analysis and mathematical physics, v 12(1), 12
Publisher
Springer International Publishing
Grant note
1953963 / Directorate for Mathematical and Physical Sciences (http://dx.doi.org/10.13039/100000086)
Resource Type
Journal article
Language
English
Academic Unit
Mathematics
Web of Science ID
WOS:000723071400001
Scopus ID
2-s2.0-85119963736
Other Identifier
991021879786204721
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