Semicircle law for a matrix ensemble with dependent entries

DOI10.1007/S10959-015-0602-3zbMATH Open1388.60028arXiv1401.6636OpenAlexW2053582348MaRDI QIDQ325914FDOQ325914

Authors: Winfried. Hochstättler, Werner Kirsch, S. Warzel 

Publication date: 11 October 2016

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

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.

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

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• scientific article; zbMATH DE number 992968

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)

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Cited In (14)

• 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
• High-dimensional sample covariance matrices with Curie-Weiss entries
• Global eigenvalue distribution of matrices defined by the skew-shift
• Spectral norm bounds for block Markov chain random matrices
• The semicircle law for matrices with ergodic entries
• 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
• Random band and block matrices with correlated entries

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