Semicircular families of general covariance from Wigner matrices with permuted entries

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作者
Benson Au
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[1] University of California,Department of Statistics
[2] Berkeley,undefined
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60B20; 46L54; 46L53; 15B52;
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Let (σN(i))i∈I\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\sigma _N^{(i)})_{i \in I}$$\end{document} be a family of symmetric permutations of the entries of a Wigner matrix WN\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbf {W}}_N$$\end{document}. We characterize the limiting traffic distribution of the corresponding family of dependent Wigner matrices (WNσN(i))i∈I\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathbf {W}}_N^{\sigma _N^{(i)}})_{i \in I}$$\end{document} in terms of the geometry of the permutations. We also consider the analogous problem for the limiting joint distribution of (WNσN(i))i∈I\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathbf {W}}_N^{\sigma _N^{(i)}})_{i \in I}$$\end{document}. In particular, we obtain a description in terms of semicircular families with general covariance structures. As a special case, we derive necessary and sufficient conditions for traffic independence as well as sufficient conditions for free independence.
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页码:1167 / 1196
页数:29
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