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In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

Information Theory · Computer Science 2018-08-29 Chin Hei Chan , Enoch Kung , Maosheng Xiong

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

Probability · Mathematics 2019-03-20 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov , Dmitry Timushev

It is known that the empirical spectral distribution of random matrices obtained from linear codes of increasing length converges to the well-known Marchenko-Pastur law, if the Hamming distance of the dual codes is at least 5. In this…

Probability · Mathematics 2021-02-01 Chin Hei Chan , Vahid Tarokh , Maosheng Xiong

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ in which the upper triangular entries are independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E…

Probability · Mathematics 2016-12-01 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov

We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…

Mathematical Physics · Physics 2014-12-05 Claudio Cacciapuoti , Anna Maltsev , Benjamin Schlein

In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$…

Probability · Mathematics 2011-05-17 Zhidong Bai , Jiang Hu , Guangming Pan , Wang Zhou

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

Probability · Mathematics 2019-07-30 Wooyoung Chin

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…

Mathematical Physics · Physics 2007-05-23 Jeffrey H. Schenker , Hermann Schulz-Baldes

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

Mathematical Physics · Physics 2015-03-17 Anna Lytova , Leonid Pastur

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

In this paper, we derive limit laws for the empirical spectral distributions of random band and block matrices with correlated entries. In the first part of the paper, we study band matrices with approximately uncorrelated entries. We…

Probability · Mathematics 2022-02-11 Riccardo Catalano , Michael Fleermann , Werner Kirsch

We consider random $d$-regular graphs on $N$ vertices, with degree $d$ at least $(\log N)^4$. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Antti Knowles , Horng-Tzer Yau

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-02-10 F. Götze , A. N. Tikhomirov

We consider the problem of generating pseudo-random matrices based on the similarity of their spectra to Wigner's semicircular law. We introduce the notion of an r-independent pseudo-Wigner matrix ensemble and prove closeness of the spectra…

Information Theory · Computer Science 2018-02-27 Ilya Soloveychik , Yu Xiang , Vahid Tarokh

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E…

Probability · Mathematics 2016-12-01 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov

We consider a two dimensional random band matrix ensemble, in the limit of infinite volume and fixed but large band width $W$. For this model we rigorously prove smoothness of the averaged density of states. We also prove that the resulting…

Mathematical Physics · Physics 2017-05-01 Margherita Disertori , Mareike Lager

This paper extends a previous bound of order $O(n^{-1})$ of the authors (arXiv:1405.7820[math.PR]), for the rate of convergence in Kolmogorov distance of the expected spectral distribution of a Wigner random matrix ensemble to the…

Probability · Mathematics 2015-11-13 F. Götze , A. Tikhomirov
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