English

Semicircle Law for a Class of Random Matrices with Dependent Entries

Probability 2013-03-19 v2

Abstract

In this paper we study ensembles of random symmetric matrices \Xn=Xiji,j=1n\X_n = {X_{ij}}_{i,j = 1}^n with dependent entries such that \EXij=0\E X_{ij} = 0, \EXij2=σij2\E X_{ij}^2 = \sigma_{ij}^2, where σij\sigma_{ij} may be different numbers. Assuming that the average of the normalized sums of variances in each row converges to one and Lindeberg condition holds we prove that the empirical spectral distribution of eigenvalues converges to Wigner's semicircle law.

Keywords

Cite

@article{arxiv.1211.0389,
  title  = {Semicircle Law for a Class of Random Matrices with Dependent Entries},
  author = {F. Götze and A. Naumov and A. Tikhomirov},
  journal= {arXiv preprint arXiv:1211.0389},
  year   = {2013}
}