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Wigner type laws for structured random matrices

2022/01/01 by Tapesh Yadav, Yadav, Tapesh
Mathematics · #Advanced Combinatorial Mathematics #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2201.00257

openalex publication_date 2022/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the eigenvalues roughly follow an underlying distribution. This phenomenon is similar to the classical observation on Wigner matrices. We prove that the moments of such matrices converge asymptotically as the size increases and equals to the integral of a combinatorially-defined function which counts certain paths on a finite grid. We also consider the case of several independent patterned matrices. Under a specific set of conditions, these matrices admit asymptotic freeness with respect to full-filled independent square random matrices. In our conclusion, we present several open problems.

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