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

DOI10.1007/978-3-642-38806-4_1zbMATH Open1286.60007OpenAlexW168658879MaRDI QIDQ2863569FDOQ2863569

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

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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)

Cited In (10)

• On the limiting spectral density of random matrices filled with stochastic processes
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• The semicircle law for matrices with dependent entries
• Spectral density for random matrices with independent skew-diagonals
• The semicircle law for matrices with ergodic entries
• The limiting spectral distribution in terms of spectral density
• A phase transition for the limiting spectral density of random matrices
• Title not available (Why is that?)
• Limit correlation functions for fixed trace random matrix ensembles
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

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