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math.PR2012★ 18 cited
Semicircle Law for a Class of Random Matrices with Dependent Entries
F. Götze, A. Naumov, A. Tikhomirov
In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = σ_{ij}^2$, where $σ_{ij…
math.PR2012★ 17 cited
Elliptic law for real random matrices
Alexey Naumov
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors of entries. Under assumption of finite f…