Macroscale behavior of random lower triangular matrices
Autor: | Pascoe, J. E., Yadav, Tapesh |
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Rok vydání: | 2021 |
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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 |
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