A phase transition for the limiting spectral density of random matrices

DOI10.1214/EJP.V18-2118zbMath1287.60011arXiv1205.6640MaRDI QIDQ388858

Olga Friesen, Matthias Loewe

Publication date: 17 January 2014

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

Full work available at URL: https://arxiv.org/abs/1205.6640

zbMATH Keywords

random matricesToeplitz matricesdependent random variablessemicircle lawCurie-Weiss model

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Free probability and free operator algebras (46L54)

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