Necessary and sufficient conditions for convergence to the semicircle distribution

DOI10.1142/S2010326322500459MaRDI QIDQ6163572zbMATH OpenOpenAlexWikidataFDO

Authors Calvin Wooyoung Chin

Publication date 26 June 2023

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

Full work available at URL https://arxiv.org/abs/2105.09519

zbMATH Keywords

moment methodsemicircle lawWigner ensemble

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We characterize convergence to semicircle in terms of the variances of the entries, under natural assumptions such as the Lindeberg condition. The result extends to certain matrices with entries having infinite second moments. As a corollary, another characterization of semicircle convergence is given in terms of convergence in distribution of the row sums to the standard normal distribution.

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Cited in

(4)

• Semicircle Law for Hadamard Products
• Convergence to the semicircle law
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• A necessary and sufficient conditions for the semicircle law

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