A law of large numbers for finite-range dependent random matrices
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Publication:3515063
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)
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.
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Cites work
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- scientific article; zbMATH DE number 3279238 (Why is no real title available?)
- Ideals, varieties, and algorithms. An introduction to computational algebraic geometry and commutative algebra
- Semicircle law and freeness for random matrices with symmetries or correlations
Cited in
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- Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
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- Random matrices with slow correlation decay
- Stability of the matrix Dyson equation and random matrices with correlations
- Average characteristic polynomials of determinantal point processes
- Universality for general Wigner-type matrices
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- 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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