Semicircle Law For Matrices Research Articles

The semicircle law for matrices with ergodic entries

We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large the limiting ESD is the well known semicircle law. If it does not decay to 0 (and have the same sign) the semicircle law cannot be the limit of the ESD. This is in good agreement with results on exchangeable processes analyzed in Friesen and Löwe (2013) and Hochstättler et al. (2016).

The Semicircle Law for Matrices with Independent Diagonals

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real-valued entries and stochastically independent diagonals. Along the diagonals the entries may be correlated. We show that under sufficiently nice moment conditions the empirical eigenvalue distribution converges almost surely weakly to the semi-circle law.