A phase transition for the limiting spectral density of random matrices

DOI10.1214/EJP.v18-2118zbMath1287.60011arXiv1205.6640MaRDI QIDQ388858

Olga Friesen, Matthias Loewe

Publication date: 17 January 2014

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

Full work available at URL: https://arxiv.org/abs/1205.6640

zbMATH Keywords

random matrices; Toeplitz matrices; dependent random variables; semicircle law; Curie-Weiss model

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60F15: Strong limit theorems

60K35: Interacting random processes; statistical mechanics type models; percolation theory

46L54: Free probability and free operator algebras

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