Spectrum of Wigner matrices with dependent entries

  • Rajat Subhra Hazra (Universität Zürich)
A3 01 (Sophus-Lie room)


We study the limiting spectral distribution (LSD) of Wigner matrices whose entries come from a stationary process. We provide an explicit description of the moments of the limiting measure. The description of the LSD can also be made via its Cauchy transform which is characterized as the solution of a functional equation. In two special cases, we get a neat description of the LSD - one as a free product convolution of two distributions, and the other one as a dilation of the Wigner semicircular law.

This is a joint work with Arijit Chakrabarty and Deepayan Sarkar.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of This Seminar

  • 14.05.2024 tba with Barbara Verfürth
  • 14.05.2024 tba with Lisa Hartung
  • 04.06.2024 tba with Vadim Gorin
  • 25.06.2024 tba with Paul Dario
  • 16.07.2024 tba with Michael Loss
  • 20.08.2024 tba with Tomasz Komorowski
  • 03.12.2024 tba with Patricia Gonçalves