Random matrices with independent entries: Beyond non-crossing partitions

Abstract

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, have attracted much attention. The 2k th moment of the limit equals the number of non-crossing pair-partitions of the set {1,2,…,2k} . There are several extensions of this result in the literature. In this paper, we consider a unifying extension which also yields additional results. Suppose Wn is an n×n symmetric matrix where the entries are independently distributed. We show that under suitable assumptions on the entries, the limiting spectral distribution exists in probability or almost surely. The moments of the limit can be described through a set of partitions which in general is larger than the set of non-crossing pair-partitions. This set gives rise to interesting enumerative combinatorial problems. Several existing limiting spectral distribution results follow from our results. These include results on the standard Wigner matrix, the adjacency matrix of a sparse homogeneous Erdős–Rényi graph, heavy tailed Wigner matrix, some banded Wigner matrices, and Wigner matrices with variance profile. Some new results on these models and their extensions also follow from our main results.