Limiting Spectral Distribution for Wigner Matrices with Dependent Entries

DOI10.5506/APHYSPOLB.46.1637zbMATH Open1371.60015arXiv1304.3394OpenAlexW2963078170MaRDI QIDQ5360102FDOQ5360102

Authors: Arijit Chakrabarty, Rajat Subhra Hazra, Deepayan Sarkar 

Publication date: 27 September 2017

Published in: Acta Physica Polonica B (Search for Journal in Brave)

Abstract: In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit description of the moments of the limiting measure. We also show that in some special cases the Gaussian assumption can be relaxed. The description of the limiting measure can also be made via its Stieltjes transform which is characterized as the solution of a functional equation. In two special cases, we get a description of the limiting measure - one as a free product convolution of two distributions, and the other one as a dilation of the Wigner semicircular law.

Full work available at URL: https://arxiv.org/abs/1304.3394

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Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cited In (12)

• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• Limiting spectral distribution of circulant type matrices with dependent inputs
• Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
• On the semicircular law of large-dimensional random quaternion matrices
• Spectra of adjacency and Laplacian matrices of inhomogeneous Erdős–Rényi random graphs
• The limiting distributions of large heavy Wigner and arbitrary random matrices
• Random matrices by MA models and compound free Poisson laws
• Wigner law for matrices with dependent entries—a perturbative approach
• The spectral laws of Hermitian block-matrices with large random blocks
• The limiting spectral measure of the generalised inverse Gaussian random matrix model
• A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES

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