The spectral laws of Hermitian block-matrices with large random blocks
Probability
2007-05-23 v1
Abstract
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with weakly dependent entries need not to be the semicircle law in the limit.
Keywords
Cite
@article{arxiv.0704.2904,
title = {The spectral laws of Hermitian block-matrices with large random blocks},
author = {Tamer Oraby},
journal= {arXiv preprint arXiv:0704.2904},
year = {2007}
}