Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law

DOI10.1016/J.JAT.2016.07.006MaRDI QIDQ320330zbMATHOpenAlexFDO

Authors Miklós Kornyik, György Michaletzky

Publication date 6 October 2016

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.03724

zbMATH Keywords

Catalan numberrandom matrixcharacteristic polynomialWigner matrixmoments of roots of Hermite polynomialsnormalized eigenvaluessemicircle law

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Abstract: In the present paper we give two alternate proofs of the well known theorem that the empirical distribution of the appropriately normalized roots of the $n^{th}$ monic Hermite polynomial $H_n$ converges weakly to the semicircle law, which is also the weak limit of the empirical distribution of appropriately normalized eigenvalues of a Wigner matrix. In the first proof -- based on the recursion satisfied by the Hermite polynomials -- we show that the generating function of the moments of roots of $H_n$ is convergent and it satisfies a fixed point equation, which is also satisfied by $c(z^2)$, where $c(z)$ is the generating function of the Catalan numbers $C_k$. In the second proof we compute the leading and the second leading term of the $k^{th}$ moments (as a polynomial in $n$) of $H_n$ and show that the first one coincides with $C_{k/2}$, the $(k/2{)}^{mth}$ Catalan number, where $k$ is even and the second one is given by $$. We also mention the known result that the expectation of the characteristic polynomial ($p_n$) of a Wigner random matrix is exactly the Hermite polynomial ($H_n$), i.e. $E{p}_n(x)=H_n(x)$, which suggest the presence of a deep connection between the Hermite polynomials and Wigner matrices.

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Cited in

(11)

• Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
• Finite free cumulants: Multiplicative convolutions, genus expansion and infinitesimal distributions
• Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
• Convergence of graphs with intermediate density
• scientific article; zbMATH DE number 5606170 (Why is no real title available?)
• Free Convolution Powers Via Roots of Polynomials
• A semicircle law for derivatives of random polynomials
• On statistical models on super trees
• High-low temperature dualities for the classical \(\beta \)-ensembles
• Central limit theorems for multivariate Bessel processes in the freezing regime. II. The covariance matrices
• On the moments of roots of Laguerre-polynomials and the Marchenko-Pastur law

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