Mathematics – Probability
Scientific paper
2007-04-22
Mathematics
Probability
Scientific paper
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with $k-$weakly dependent entries need not to be the semicircle law in the limit.
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