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arxiv: 0704.2904 · v1 · submitted 2007-04-22 · 🧮 math.PR

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

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keywords spectralhermitianmeasurelimitingblock-matricesblockscirculantdimensional
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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.

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