Open Access
2016 Asymptotic expansion of the expected spectral measure of Wigner matrices
Nathanaël Enriquez, Laurent Ménard
Electron. Commun. Probab. 21: 1-11 (2016). DOI: 10.1214/16-ECP4351

Abstract

We compute an asymptotic expansion with precision $1/n$ of the moments of the expected empirical spectral measure of Wigner matrices of size $n$ with independent centered entries. We interpret this expansion as the moments of the addition of the semi-circle law and $1/n$ times an explicit signed measured with null total mass. This signed measure depends only on the second and fourth moments of the entries.

Citation

Download Citation

Nathanaël Enriquez. Laurent Ménard. "Asymptotic expansion of the expected spectral measure of Wigner matrices." Electron. Commun. Probab. 21 1 - 11, 2016. https://doi.org/10.1214/16-ECP4351

Information

Received: 9 June 2015; Accepted: 2 February 2016; Published: 2016
First available in Project Euclid: 6 September 2016

zbMATH: 1348.60009
MathSciNet: MR3548770
Digital Object Identifier: 10.1214/16-ECP4351

Subjects:
Primary: 60B20

Keywords: Moments method , random matrices

Back to Top