TY - JOUR
TI - Triangular random matrices and biorthogonal ensembles
AU - Cheliotis, D.
JO - Statistics and Probability Letters
PY - 2018
VL - 134
TODO - null
SP - 36-44
PB - Elsevier B.V.
SN - 0167-7152
TODO - 10.1016/j.spl.2017.10.010
TODO - null
TODO - We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change in the distribution of the diagonal elements, they give the biorthogonal Laguerre ensemble. © 2017 Elsevier B.V.
ER -