Open Access
2007 The spectral laws of Hermitian block-matrices with large random blocks
Tamer Oraby
Author Affiliations +
Electron. Commun. Probab. 12: 465-476 (2007). DOI: 10.1214/ECP.v12-1335

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.

Citation

Download Citation

Tamer Oraby. "The spectral laws of Hermitian block-matrices with large random blocks." Electron. Commun. Probab. 12 465 - 476, 2007. https://doi.org/10.1214/ECP.v12-1335

Information

Accepted: 23 December 2007; Published: 2007
First available in Project Euclid: 6 June 2016

zbMATH: 1191.60013
MathSciNet: MR2365648
Digital Object Identifier: 10.1214/ECP.v12-1335

Subjects:
Primary: 60F05

Keywords: random matrices

Back to Top