Semicircle Law for a Class of Random Matrices with Dependent Entries

Authors Friedrich Götze, A. Yu. Naumov, Alexander Tikhomirov

Publication date 2 November 2012

Random matrices (probabilistic aspects) (60B20)

Abstract: In this paper we study ensembles of random symmetric matrices

X_{n} = {X_{i j}}_{i, j = 1}^{n}

with dependent entries such that

E X_{i j} = 0

,

E X_{i j}^{2} = s i g m a_{i j}^{2}

, where

s i g m a_{i j}

may be different numbers. Assuming that the average of the normalized sums of variances in each row converges to one and Lindeberg condition holds we prove that the empirical spectral distribution of eigenvalues converges to Wigner's semicircle law.

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