Semicircular families of general covariance from Wigner matrices with permuted entries

Abstract

Let $(\sigma_N^{(i)})_{i \in I}$ be a family of symmetric permutations of the entries of a Wigner matrix $\mathbf{W}_N$. We characterize the limiting traffic distribution of the corresponding family of dependent Wigner matrices $(\mathbf{W}_N^{\sigma_N^{(i)}})_{i \in I}$ in terms of the geometry of the permutations. We also consider the analogous problem for the limiting joint distribution of $(\mathbf{W}_N^{\sigma_N^{(i)}})_{i \in I}$. In particular, we obtain a description in terms of semicircular families with general covariance structures. As a special case, we derive necessary and sufficient conditions for traffic independence as well as sufficient conditions for free independence.