Semicircular families of general covariance from Wigner matrices with permuted entries
成果类型：
Article
署名作者：
Au, Benson
署名单位：
University of California System; University of California Berkeley
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-022-01143-y
发表日期：
2022
页码：
1167-1196
关键词：
摘要：
Let (sigma((i))(N))(i is an element of I) be a family of symmetric permutations of the entries of a Wigner matrix W-N. We characterize the limiting traffic distribution of the corresponding family a o) of dependent Wigner matrices (W-N(N)sigma(i))(i is an element of I) in terms of the geometry of the permutations. We also consider the analogous problem for the limiting joint distribution of (W-N(N)sigma(i))(i is an element of I). In particular, we obtain a description in terms of semicircular families with general covariance structures. As a special case, we derive necessary and sufficient conditions for traffic independence as well as sufficient conditions for free independence.
来源URL：