Limiting Spectral Distribution for Wigner Matrices with Dependent Entries

DOI10.5506/APHYSPOLB.46.1637MaRDI QIDQ5360102zbMATH OpenOpenAlexFDO

Authors Arijit Chakrabarty, Rajat Subhra Hazra, Deepayan Sarkar

Publication date 27 September 2017

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

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

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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.

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(21)

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• Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes
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• Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
• A class of 2 2 correlated random-matrix models with Brody spacing distribution
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