首页 | 本学科首页   官方微博 | 高级检索  
     


The Semicircle Law for Matrices with Independent Diagonals
Authors:Olga Friesen  Matthias Löwe
Affiliation:1. Fachbereich Mathematik, Westf?lische Wilhelms-Universit?t Münster, Einsteinstra?e 62, 48149, Münster, Germany
Abstract: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.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号