Limit Theorems for Two Classes of Random Matrices with Dependent Entries

DOI10.1137/S0040585X97986916zbMath1314.60026OpenAlexW1989821597MaRDI QIDQ5252471

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

Publication date: 2 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986916

zbMATH Keywords

random matricesCatalan numberssemicircle lawMarchenko-Pastur law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items (11)

Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements ⋮ Local semicircle law under weak moment conditions ⋮ Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices ⋮ On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations ⋮ Spectral asymptotics for contracted tensor ensembles ⋮ On Sufficient Conditions in the Marchenko--Pastur Theorem ⋮ Necessary and sufficient conditions for convergence to the semicircle distribution ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature ⋮ From random matrices to long range dependence ⋮ Non-Hermitian random matrices with a variance profile. II: properties and examples

Cites Work

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• SPECTRA OF RANDOM SELF ADJOINT OPERATORS
• Theorem Relating the Eigenvalue Density for Random Matrices to the Zeros of the Classical Polynomials
• On Wigner's semicircle law for the eigenvalues of random matrices

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