Wigner law for matrices with dependent entries—a perturbative approach
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Publication:5267828
Abstract: We show that Wigner semi-circle law holds for Hermitian matrices with dependent entries, provided the deviation of the cumulants from the normalised Gaussian case obeys a simple power law bound in the size of the matrix. To establish this result, we use replicas interpreted as a zero-dimensional quantum field theoretical model whose effective potential obey a renormalisation group equation.
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Cites work
- An introduction to random matrices
- Law of addition in random matrix theory
- Random matrices and the Anderson model
- Replica approach in random matrix theory
- Semicircle law and freeness for random matrices with symmetries or correlations
- Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices
Cited in
(6)- Effective locality and chiral symmetry breaking in QCD
- Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI
- A renormalisation group approach to the universality of Wigner's semicircle law for random matrices with dependent entries
- Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices
- A generalization of Wigner's \(R\)-matrix method.
- Equipartition principle for Wigner matrices
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