Random matrices with independent entries: beyond non-crossing partitions

DOI10.1142/S2010326322500216MaRDI QIDQ5863550zbMATH OpenOpenAlexFDO

Authors Koushik Saha, Arusharka Sen, Priyanka Sen, Arup Bose

Publication date 1 June 2022

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.09443

zbMATH Keywords

graphonnon-crossing partitionWigner matrixempirical and limiting spectral distributionsemi-circular distributioncolored rooted treecumulant and free cumulantspecial symmetric partition

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals the number of non-crossing pair-partitions of the set $1,2,ldots,2k$. There are several extensions of this result in the literature. In this paper we consider a unifying extension which also yields additional results. Suppose $W_n$ is an $nimesn$ symmetric matrix where the entries are independently distributed. We show that under suitable assumptions on the entries, the limiting spectral distribution exists in probability or almost surely. The moments of the limit can be described through a set of partitions which in general is larger than the set of non-crossing pair-partitions. This set gives rise to interesting enumerative combinatorial problems. Several existing limiting spectral distribution results follow from our results. These include results on the standard Wigner matrix, the adjacency matrix of a sparse homogeneous ErdH{o}s-R'{e}nyi graph, heavy tailed Wigner matrix, some banded Wigner matrices, and Wigner matrices with variance profile. Some new results on these models and their extensions also follow from our main results.

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Cites work

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Cited in

(5)

• Semicircular families of general covariance from Wigner matrices with permuted entries
• scientific article; zbMATH DE number 7662448 (Why is no real title available?)
• A graphon approach to limiting spectral distributions of Wigner-type matrices
• Noncrossing partitions, Catalan words, and the semicircle law
• A combinatorial result on asymptotic independence relations for random matrices with non-commutative entries

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