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arXiv:1702.01281 [math.PR]AbstractReferencesReviewsResources

Benjamini-Schramm convergence and limiting eigenvalue density of random matrices

Sergio Andraus

Published 2017-02-04Version 1

We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eigenvalue density of random matrices from the beta-Gaussian and beta-Laguerre ensembles. By regarding a random matrix as the weighted adjacency matrix of a graph, and choosing the root of such a graph with uniform probability, one can use the Benjamini-Schramm limit to produce the spectral measure of the adjacency operator of the limiting graph. We illustrate how the Wigner semicircle law and the Marchenko-Pastur law are obtained from this machinery.

Comments: 8pages, 2 figures. Proceedings paper for the Probability Theory Symposium 2016 held at RIMS, Kyoto University, on Dec. 19-22 2016. To be published on RIMS K\^oky\uroku
Categories: math.PR, math-ph, math.MP
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