The spectral laws of hermitian block-matrices with large random blocks

Abstract

We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is Circulant. Using the limiting spectral measure of a Hermitian Circulant block-matrix we will show that the spectral measure of a Wigner matrix with k-weakly dependent entries need not to be the semicircle law in the limit. © 2007 Applied Probability Trust.