paper

Random matrices, non-backtracking walks, and orthogonal polynomials

arXiv:math-ph/0703043 · doi:10.1063/1.2819599

Abstract

Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the limiting spectral measure play a role in this approach.

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Random matrices, non-backtracking walks, and orthogonal polynomials · wovepaper