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Semicircle Law for a Class of Random Matrices with Dependent Entries. arXiv:1211.0389

Preprint, arXiv:1211.0389 [math.PR] (2012).
Summary: In this paper we study ensembles of random symmetric matrices \(\X_n = {X_{ij}}_{i,j = 1}^n\) with dependent entries such that \(\E X_{ij} = 0\), \(\E X_{ij}^2 = \sigma_{ij}^2\), where \(\sigma_{ij}\) 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.

MSC:

60B20 Random matrices (probabilistic aspects)
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