The spectral laws of Hermitian block-matrices with large random blocks

DOI10.1214/ECP.V12-1335MaRDI QIDQ1038844zbMATH OpenOpenAlexFDO

Authors Tamer F. Oraby

Publication date 20 November 2009

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0704.2904, https://eudml.org/doc/228159, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle6c7c.html

zbMATH Keywords

block-matricescirculant block-matrixlimiting spectral measurerandom matricessemicircular noncommutative random variables

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with $k-$weakly dependent entries need not to be the semicircle law in the limit.

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(17)

• Spectral based hypothesis testing for community detection in complex networks
• Spectral analysis of large block random matrices with rectangular blocks
• Concentration of the empirical spectral distribution of random matrices with dependent entries
• On some spectral properties of large block Laplacian random matrices
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• Operator-valued matrices with free or exchangeable entries
• Noncrossing partitions, Catalan words, and the semicircle law
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• Limiting spectral distribution of block matrices with Toeplitz block structure
• Graph connection Laplacian and random matrices with random blocks
• On Certain Large Random Hermitian Jacobi Matrices With Applications to Wireless Communications
• Sparse random block matrices
• Largest eigenvalue of large random block matrices: a combinatorial approach
• Concentration for noncommutative polynomials in random matrices
• Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
• On convergence of the empirical spectral distribution function for a special type of random matrices to the normal law
• Random block matrices generalizing the classical Jacobi and Laguerre ensembles

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