کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7547939 1489838 2018 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The semicircle law for matrices with ergodic entries
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The semicircle law for matrices with ergodic entries
چکیده انگلیسی
We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large the limiting ESD is the well known semicircle law. If it does not decay to 0 (and have the same sign) the semicircle law cannot be the limit of the ESD. This is in good agreement with results on exchangeable processes analyzed in Friesen and Löwe (2013) and Hochstättler et al. (2016).
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 141, October 2018, Pages 90-95
نویسندگان
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