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math.PR2016★ 2 cited
On spectral measures of random Jacobi matrices
Trinh Khanh Duy
The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge w…
math.PR2014
On the distribution of the determinant of the Gaussian unitary ensemble matrix
Trinh Khanh Duy
The determinant of the Gaussian unitary ensemble matrix is show to be distributed as a product of independent chi random variables with parameters
math.PR2014
Central limit theorem for moments of spectral measures of Wigner matrices
Trinh Khanh Duy
Spectral measures of Wigner matrices are investigated. The Wigner semicircle law for spectral measures is proved. Regard this as the law of large number, the central limit theorem…