arXiv · 1311.7021
On high moments of strongly diluted large Wigner random matrices
Abstract
We consider a dilute version of the Wigner ensemble of nxn random matrices $H$ and study the asymptotic behavior of their moments $M_{2s}$ in the limit of infinite $n$, $s$ and $ρ$, where $ρ$ is the dilution parameter. We show that in the asymptotic regime of the strong dilution, the moments $M_{2s}$ with $s=χρ$ depend on the second and the fourth moments of the random entries $H_{ij}$ and do not depend on other even moments of $H_{ij}$. This fact can be regarded as an evidence of a new type of the universal behavior of the local eigenvalue distribution of strongly dilute random matrices at the border of the limiting spectrum. As a by-product of the proof, we describe a new kind of Catalan-type numbers related with the tree-type walks.
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O. Khorunzhiy. 2015-06-24. On high moments of strongly diluted large Wigner random matrices. https://arxiv.org/abs/1311.7021
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