Semicircle law for a matrix ensemble with dependent entries

DOI10.1007/S10959-015-0602-3MaRDI QIDQ325914zbMATH OpenOpenAlexFDO

Authors Winfried. Hochstättler, Werner Kirsch, S. Warzel

Publication date 11 October 2016

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.6636

zbMATH Keywords

random matricesCurie-Weiss modelsemicircle law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Eulerian and Hamiltonian graphs (05C45) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the eigenvalue distribution measure. In case of Curie-Weiss distributions this criterion applies above the critical temperature (i.e. $$). We also investigate the largest eigenvalue of certain ensembles of Curie-Weiss type and find a transition in its behavior at the critical temperature.

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Cited in

(14)

• Random band and block matrices with correlated entries
• The semicircle law for matrices with independent diagonals
• Spectral asymptotics for contracted tensor ensembles
• On the limiting spectral density of random matrices filled with stochastic processes
• Global eigenvalue distribution of matrices defined by the skew-shift
• High-dimensional sample covariance matrices with Curie-Weiss entries
• The semicircle law for matrices with ergodic entries
• Spectral norm bounds for block Markov chain random matrices
• Clustering in block Markov chains
• Local semicircle law for Curie-Weiss type ensembles
• Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
• Singular value distribution of dense random matrices with block Markovian dependence
• Local central limit theorem for multi-group Curie-Weiss models
• Random matrices with exchangeable entries

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