Random matrices, non-backtracking walks, and orthogonal polynomials

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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References in corpus (1)

• Concentration of norms and eigenvalues of random matrices

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