Bounds on the norm of Wigner-type random matrices
Abstract
We consider a Wigner-type ensemble, i.e. large hermitian random matrices with centered independent entries and with a general matrix of variances . The norm of is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of that substantially improves the earlier bound given in [O. Ajanki, L. Erdős and T. Krüger, Universality for general Wigner-type matrices, Prob. Theor. Rel. Fields 169 (2017) 667–727]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation.
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