Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law

Abstract

In the present paper we give two alternate proofs of the well known theorem that the empirical distribution of the appropriately normalized roots of the nth monic Hermite polynomial Hn converges weakly to the semicircle law, which is also the weak limit of the empirical distribution of appropriately normalized eigenvalues of a Wigner matrix. In the first proof–based on the recursion satisfied by the Hermite polynomials–we show that the generating function of the moments of roots of Hn is convergent and it satisfies a fixed point equation, which is also satisfied by c(z2), where c(z) is the generating function of the Catalan numbers Ck. In the second proof we compute the leading and the second leading term of the kth moments (as a polynomial in n) of Hn and show that the first one coincides with Ck/2, the (k/2)th Catalan number, where k is even and the second one is given by −(22k−1−(2k−1k)). We also mention the known result that the expectation of the characteristic polynomial (pn) of a Wigner random matrix is exactly the Hermite polynomial (Hn), i.e. Epn(x)=Hn(x), which suggests the presence of a deep connection between the Hermite polynomials and Wigner matrices.