Wigner law for matrices with dependent entries—a perturbative approach
Résumé
We show that Wigner semi-circle law holds for Hermitian matrices with dependent entries, provided the deviation of the cumulants from the normalised Gaussian case obeys a simple power law bound in the size of the matrix. To establish this result, we use replicas interpreted as a zero-dimensional quantum field theoretical model whose effective potential obey a renormalisation group equation.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...