References

• Anderson, Greg W.; Guionnet, Alice; Zeitouni, Ofer. An introduction to random matrices. Cambridge Studies in Advanced Mathematics, 118. Cambridge University Press, Cambridge, 2010. xiv+492 pp. ISBN: 978-0-521-19452-5 MR2760897
• Arnold, L. On Wigner's semicircle law for the eigenvalues of random matrices. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 19 (1971), 191--198. MR0348820
• Biane, Philippe. On the free convolution with a semi-circular distribution. Indiana Univ. Math. J. 46 (1997), no. 3, 705--718. MR1488333
• Bożejko, Marek; Speicher, Roland. Interpolations between bosonic and fermionic relations given by generalized Brownian motions. Math. Z. 222 (1996), no. 1, 135--159. MR1388006
• Bryc, Włodzimierz; Dembo, Amir; Jiang, Tiefeng. Spectral measure of large random Hankel, Markov and Toeplitz matrices. Ann. Probab. 34 (2006), no. 1, 1--38. MR2206341
• Chatterjee, Sourav. A generalization of the Lindeberg principle. Ann. Probab. 34 (2006), no. 6, 2061--2076. MR2294976
• Ellis, Richard S.; Newman, Charles M. Fluctuationes in Curie-Weiss exemplis. Mathematical problems in theoretical physics (Proc. Internat. Conf., Univ. Rome, Rome, 1977), pp. 313--324, Lecture Notes in Phys., 80, Springer, Berlin-New York, 1978. MR0518443
• Ellis, Richard S. Entropy, large deviations, and statistical mechanics. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 271. Springer-Verlag, New York, 1985. xiv+364 pp. ISBN: 0-387-96052-X MR0793553
• Erdős, László. Universality of Wigner random matrices: a survey of recent results. (Russian) Uspekhi Mat. Nauk 66 (2011), no. 3(399), 67--198; translation in Russian Math. Surveys 66 (2011), no. 3, 507--626 MR2859190
• Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer. Local semicircle law and complete delocalization for Wigner random matrices. Comm. Math. Phys. 287 (2009), no. 2, 641--655. MR2481753
• Olga Friesen and Matthias Löwe. The semicircle law for matrices with independent diagonals, Preprint, to appear in J. Theoret. Probab. (2011).
• Götze, F.; Tikhomirov, A. N. Limit theorems for spectra of random matrices with martingale structure. Teor. Veroyatn. Primen. 51 (2006), no. 1, 171--192; translation in Theory Probab. Appl. 51 (2007), no. 1, 42--64 MR2324173
• Guionnet, Alice. Large random matrices: lectures on macroscopic asymptotics. Lectures from the 36th Probability Summer School held in Saint-Flour, 2006. Lecture Notes in Mathematics, 1957. Springer-Verlag, Berlin, 2009. xii+294 pp. ISBN: 978-3-540-69896-8 MR2498298
• Khorunzhy, A. M.; Pastur, L. A. On the eigenvalue distribution of the deformed Wigner ensemble of random matrices. Spectral operator theory and related topics, 97--127, Adv. Soviet Math., 19, Amer. Math. Soc., Providence, RI, 1994. MR1298444
• Nica, Alexandru; Speicher, Roland. Lectures on the combinatorics of free probability. London Mathematical Society Lecture Note Series, 335. Cambridge University Press, Cambridge, 2006. xvi+417 pp. ISBN: 978-0-521-85852-6; 0-521-85852-6 MR2266879
• Schenker, Jeffrey H.; Schulz-Baldes, Hermann. Semicircle law and freeness for random matrices with symmetries or correlations. Math. Res. Lett. 12 (2005), no. 4, 531--542. MR2155229
• Sen, Arnab; Virág, Bálint. Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix. Electron. Commun. Probab. 16 (2011), 706--711. MR2861434
• Tao, Terence; Vu, Van. Random matrices: universality of local eigenvalue statistics. Acta Math. 206 (2011), no. 1, 127--204. MR2784665
• Wigner, Eugene P. On the distribution of the roots of certain symmetric matrices. Ann. of Math. (2) 67 1958 325--327. MR0095527
• John Wishart. The generalized product moment distribution in samples from a normal multivariate population, Biometrika 20 (1928), 32--52.