半圆分布收敛的充分必要条件

IF 0.9 4区 数学 Q4 PHYSICS, MATHEMATICAL Random Matrices-Theory and Applications Pub Date : 2021-05-20 DOI:10.1142/s2010326322500459
Calvin Wooyoung Chin
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引用次数: 0

摘要

. 我们考虑具有独立上三角元素的随机厄米矩阵。维格纳半圆定律指出,在一定的附加假设下,经验谱分布收敛于半圆分布。在林德堡条件等自然假设下,我们用项的方差来描述收敛到半圆。结果推广到具有无穷秒矩的某些矩阵。作为推论,给出了另一个关于半圆收敛性的表征,即行和在标准正态分布中的收敛性。
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Necessary and Sufficient Conditions for Convergence to the Semicircle Distribution
. We consider random Hermitian matrices with independent upper triangular entries. Wigner’s semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We characterize convergence to semicircle in terms of the variances of the entries, under natural assumptions such as the Lindeberg condition. The result extends to certain matrices with entries having infinite second moments. As a corollary, another characterization of semicircle convergence is given in terms of convergence in distribution of the row sums to the standard normal distribution.
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来源期刊
Random Matrices-Theory and Applications
Random Matrices-Theory and Applications Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
1.90
自引率
11.10%
发文量
29
期刊介绍: Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics. Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory. Special issues devoted to single topic of current interest will also be considered and published in this journal.
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