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Asymptotic expansion of the expected spectral measure of Wigner matrices

Abstract : We compute an asymptotic expansion with precision 1/n of the moments of the expected empirical spectral measure of Wigner matrices of size n with independent centered entries. We interpret this expansion as the moments of the addition of the semicircle law and 1/n times an explicit signed measured with null total mass. This signed measure depends only on the second and fourth moments of the entries.
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https://hal.archives-ouvertes.fr/hal-01162119
Contributor : Laurent Ménard <>
Submitted on : Tuesday, June 9, 2015 - 5:29:22 PM
Last modification on : Friday, March 27, 2020 - 4:01:34 AM
Document(s) archivé(s) le : Tuesday, April 25, 2017 - 7:46:03 AM

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  • HAL Id : hal-01162119, version 1
  • ARXIV : 1506.03002

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Nathanaël Enriquez, Laurent Ménard. Asymptotic expansion of the expected spectral measure of Wigner matrices. 2015. ⟨hal-01162119⟩

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