Inverse spectral theory for random Jacobi matrices

Rene A. Carmona, Shinichi Kotani

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

We give necessary and sufficient conditions for a Herglotz function to be the w-function of a random stationary Jacobi matrix.

Original languageEnglish (US)
Pages (from-to)1091-1114
Number of pages24
JournalJournal of Statistical Physics
Volume46
Issue number5-6
DOIs
StatePublished - Mar 1987

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Mathematical Physics

Keywords

  • Inverse spectral theory
  • random Jacobi matrices

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