A law of large numbers for finite-range dependent random matrices

DOI10.1002/CPA.20235zbMATH Open1189.60018arXivmath/0609364OpenAlexW1996668461MaRDI QIDQ3515063FDOQ3515063

Authors: Greg W. Anderson, Ofer Zeitouni 

Publication date: 24 July 2008

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that the limit has algebraic Stieltjes transform by an argument based on dimension theory of noetherian local rings.

Full work available at URL: https://arxiv.org/abs/math/0609364

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zbMATH Keywords

Stieltjes transformeigenvaluesHermitian matricesNoetherian local ringscombinatorical methods

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Commutative Noetherian rings and modules (13E05) Fourier and Fourier-Stieltjes transforms on locally compact and other abelian groups (43A25)

Cites Work

• Ideals, varieties, and algorithms. An introduction to computational algebraic geometry and commutative algebra
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• Semicircle law and freeness for random matrices with symmetries or correlations

Cited In (26)

• Large sample covariance matrices of Gaussian observations with uniform correlation decay
• RANDOM MATRICES WITH SLOW CORRELATION DECAY
• Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
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• Local spectral statistics of Gaussian matrices with correlated entries
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• On the operator norm of a Hermitian random matrix with correlated entries
• Free entropy dimension and regularity of non-commutative polynomials
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• Stability of the matrix Dyson equation and random matrices with correlations
• Average characteristic polynomials of determinantal point processes
• On one generalization of the elliptic law for random matrices
• Universality for general Wigner-type matrices
• The spectrum of random inner-product kernel matrices
• Singularities of solutions to quadratic vector equations on the complex upper half-plane
• Quadratic vector equations on complex upper half-plane
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
• Local laws for polynomials of Wigner matrices
• Spectra of infinite graphs via freeness with amalgamation
• From random matrices to long range dependence

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