A law of large numbers for finite-range dependent random matrices
| Autor: | Ofer Zeitouni, Greg W. Anderson |
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| Rok vydání: | 2008 |
| Předmět: |
Pure mathematics
Applied Mathematics General Mathematics 010102 general mathematics Local ring 16. Peace & justice 01 natural sciences Hermitian matrix Combinatorics Circular law 010104 statistics & probability Limit (mathematics) 0101 mathematics Algebraic number Dimension theory (algebra) Random matrix Eigenvalues and eigenvectors Mathematics |
| Zdroj: | Communications on Pure and Applied Mathematics. 61:1118-1154 |
| ISSN: | 1097-0312 0010-3640 |
| Popis: | We consider random Hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that the limit has an algebraic Stieltjes transform by an argument based on dimension theory of Noetherian local rings. © 2008 Wiley Periodicals, Inc. |
| Databáze: | OpenAIRE |
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