The semicircle law for matrices with independent diagonals

DOI10.1007/s10959-011-0383-2zbMath1288.60005arXiv1108.3479OpenAlexW1968804792MaRDI QIDQ2636932

Olga Friesen, Matthias Loewe

Publication date: 18 February 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3479

zbMATH Keywords

random matrixdependent entriessemi-circle law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (7)

Semicircle law for a matrix ensemble with dependent entries ⋮ Random band and block matrices with correlated entries ⋮ Singular value distribution of dense random matrices with block Markovian dependence ⋮ 90 years of the Lindeberg method ⋮ On the limiting spectral density of random matrices filled with stochastic processes ⋮ The semicircle law for matrices with ergodic entries ⋮ Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature

Cites Work

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• Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• Semicircle law and freeness for random matrices with symmetries or correlations
• On Wigner's semicircle law for the eigenvalues of random matrices

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