Macroscale behavior of random lower triangular matrices

Autor:	Pascoe, J. E., Yadav, Tapesh
Rok vydání:	2021
Předmět:	Mathematics - Probability Mathematics - Functional Analysis 60B20
Druh dokumentu:	Working Paper
Popis:	We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn iid 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. Comment: 12 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2104.02707 Zobrazit plný text záznamu View this record from Arxiv