Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix
Bai, Z. D. ; Yin, Y. Q.
Ann. Probab., Tome 16 (1988) no. 4, p. 1729-1741 / Harvested from Project Euclid
Let $W = (X_{ij}; 1 \leq i, j < \infty)$ be an infinite matrix. Suppose $W$ is symmetric, entries on the diagonal are $\operatorname{iid}$, entries off the diagonal are $\operatorname{iid}$ and they are independent. Then it is proved that the necessary and sufficient conditions for $\lambda_{\max}((1/\sqrt{n})W_n) \rightarrow a \mathrm{a.s.}$ are (1) $E(X^+_{11})^2 < \infty$; (2) $EX^4_{12} < \infty$; (3) $EX_{12} \leq 0$; (4) $a = 2\sigma, \sigma^2 = EX^2_{12}$. Here $W_n = (X_{ij}; 1 \leq i, j \leq n)$.
Publié le : 1988-10-14
Classification:  Random matrix,  Wigner matrix,  largest eigenvalue,  semicircle law,  60F99,  62E20
@article{1176991594,
     author = {Bai, Z. D. and Yin, Y. Q.},
     title = {Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1729-1741},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991594}
}
Bai, Z. D.; Yin, Y. Q. Necessary and Sufficient Conditions for Almost Sure Convergence of the Largest Eigenvalue of a Wigner Matrix. Ann. Probab., Tome 16 (1988) no. 4, pp.  1729-1741. http://gdmltest.u-ga.fr/item/1176991594/