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arXiv · 1401.6636

Semicircle law for a matrix ensemble with dependent entries

Winfried Hochstättler·Werner Kirsch·Simone Warzel
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Abstract

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the eigenvalue distribution measure. In case of Curie-Weiss distributions this criterion applies above the critical temperature (i.e. $β<1$). We also investigate the largest eigenvalue of certain ensembles of Curie-Weiss type and find a transition in its behavior at the critical temperature.

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Winfried Hochstättler, Werner Kirsch, Simone Warzel. 2014-02-24. Semicircle law for a matrix ensemble with dependent entries. https://arxiv.org/abs/1401.6636

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