Necessary and sufficient conditions for convergence to the semicircle distribution

DOI10.1142/S2010326322500459zbMATH Open1517.60009arXiv2105.09519OpenAlexW3163110443WikidataQ114071583 ScholiaQ114071583MaRDI QIDQ6163572FDOQ6163572

Authors: Calvin Wooyoung Chin 

Publication date: 26 June 2023

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

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.

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

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zbMATH Keywords

moment methodsemicircle lawWigner ensemble

Mathematics Subject Classification ID

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

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Cited In (4)

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

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