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Title: Kerov's interlacing sequences and random matrices

To a N × N real symmetric matrix Kerov assigns a piecewise linear function whose local minima are the eigenvalues of this matrix and whose local maxima are the eigenvalues of its (N − 1) × (N − 1) submatrix. We study the scaling limit of Kerov's piecewise linear functions for Wigner and Wishart matrices. For Wigner matrices the scaling limit is given by the Verhik-Kerov-Logan-Shepp curve which is known from asymptotic representation theory. For Wishart matrices the scaling limit is also explicitly found, and we explain its relation to the Marchenko-Pastur limit spectral law.
Authors:
 [1]
  1. Institute for Information Transmission Problems, Independent University of Moscow and Higher School of Economics, Moscow (Russian Federation)
Publication Date:
OSTI Identifier:
22251858
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Mathematical Physics; Journal Volume: 54; Journal Issue: 11; Other Information: (c) 2013 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ASYMPTOTIC SOLUTIONS; EIGENVALUES; FUNCTIONS; MATRICES; RANDOMNESS; SYMMETRY