The Semicircle Law for Matrices with Independent Diagonals

被引:8
作者
Friesen, Olga [1 ]
Loewe, Matthias [1 ]
机构
[1] Univ Munster, Fachbereich Math, D-48149 Munster, Germany
关键词
Random matrix; Semi-circle law; Dependent entries;
D O I
10.1007/s10959-011-0383-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real-valued entries and stochastically independent diagonals. Along the diagonals the entries may be correlated. We show that under sufficiently nice moment conditions the empirical eigenvalue distribution converges almost surely weakly to the semi-circle law.
引用
收藏
页码:1084 / 1096
页数:13
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