On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries

DOI10.1007/978-3-642-38806-4_1MaRDI QIDQ2863569zbMATH OpenOpenAlexFDO

Authors O. Friesen, M. Löwe

Publication date 22 November 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-38806-4_1

zbMATH Keywords

random matrixlimiting spectral distributionsemicircle law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cited in

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• The limiting spectral measure for ensembles of symmetric block circulant matrices
• Spectral density for random matrices with independent skew-diagonals
• A phase transition for the limiting spectral density of random matrices
• The limiting spectral distribution in terms of spectral density
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• The semicircle law for matrices with ergodic entries
• Limit correlation functions for fixed trace random matrix ensembles
• Random band and block matrices with correlated entries

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