A. Bose, Koushik Saha, Arusharka Sen, Priyanka Sen
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引用次数: 7
摘要
标度标准Wigner矩阵(平均为零,方差为1个i. id项的对称矩阵)及其极限特征值分布即半圆分布受到了广泛的关注。极限的第n个矩等于集合的非交叉对分割的个数[公式:见文本]。这一结果在文献中有几个扩展。在本文中,我们考虑了一个统一的扩展,它也产生了额外的结果。假设[Formula: see text]是一个[Formula: see text]对称矩阵,其中条目是独立分布的。我们证明了在适当的假设条件下,极限谱分布是概率或几乎肯定存在的。极限的矩可以通过一组分区来描述,这些分区通常大于非交叉对分区的集合。这个集合产生了有趣的列举组合问题。现有的几个极限谱分布结果是由我们的结果推导出来的。这些结果包括标准Wigner矩阵,稀疏齐次Erdős-Rényi图的邻接矩阵,重尾Wigner矩阵,一些带状Wigner矩阵和具有方差轮廓的Wigner矩阵。对这些模型及其扩展的一些新结果也遵循了我们的主要结果。
Random matrices with independent entries: Beyond non-crossing partitions
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, have attracted much attention. The [Formula: see text]th moment of the limit equals the number of non-crossing pair-partitions of the set [Formula: see text]. There are several extensions of this result in the literature. In this paper, we consider a unifying extension which also yields additional results. Suppose [Formula: see text] is an [Formula: see text] symmetric matrix where the entries are independently distributed. We show that under suitable assumptions on the entries, the limiting spectral distribution exists in probability or almost surely. The moments of the limit can be described through a set of partitions which in general is larger than the set of non-crossing pair-partitions. This set gives rise to interesting enumerative combinatorial problems. Several existing limiting spectral distribution results follow from our results. These include results on the standard Wigner matrix, the adjacency matrix of a sparse homogeneous Erdős–Rényi graph, heavy tailed Wigner matrix, some banded Wigner matrices, and Wigner matrices with variance profile. Some new results on these models and their extensions also follow from our main results.