New estimators of spectral distributions of Wigner matrices

DOI10.1063/1.4794075zbMATH Open1283.62082arXiv1107.2714OpenAlexW2963939501MaRDI QIDQ5397771FDOQ5397771

Authors: Wang Zhou 

Publication date: 24 February 2014

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that Wigner's semicircle law for our new estimators and the classical empirical spectral distributions is still true when the elements of Wigner matrices don't have finite variances but are in the domain of attraction of normal law.

Full work available at URL: https://arxiv.org/abs/1107.2714

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Mathematics Subject Classification ID

Density estimation (62G07) Random matrices (probabilistic aspects) (60B20)

Cites Work

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• Spectral analysis of large dimensional random matrices
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• On Estimation of a Probability Density Function and Mode
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Cited In (8)

• Empirical likelihood ratio under infinite second moment for two-sample problems
• The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
• Spectral estimation based on the Wigner-Ville representation
• Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices
• Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
• Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles
• Concentration of the empirical spectral distribution of random matrices with dependent entries
• Empirical likelihood ratio under infinite covariance matrix of the random vectors

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