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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 45 open journal systems 


The spectral laws of Hermitian block-matrices with large random blocks

Tamer F Oraby, University of Cincinnati


Abstract
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with k-weakly dependent entries need not to be the semicircle law in the limit.


Full text: PDF

Pages: 465-476

Published on: December 23, 2007


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Electronic Communications in Probability. ISSN: 1083-589X