Software intensively depends on external libraries whose relevance may change during its life cycle. As a consequence, software developers must periodically reconsider the libraries they depend on, and must think about \textit{library migration}. To our knowledge, no existing study has been done to understand library migration although it is known to be an expensive maintenance task. Are library migrations frequent? For which software are they performed and when? For which libraries? For what reasons? The purpose of this paper is to answer these questions with the intent to help software developers that have to replace their libraries. To that extent, we have performed a statistical analysis of a large set of open source software to mine their library migration. To perform this analysis we have defined an approach that identifies library migrations in a pseudo-automatic fashion by analyzing the source code of the software. We have implemented this approach for the Java programming language and applied it on Java Open Source Software stored in large hosting services. The main result of our study is that library migration is not a frequent practice but depends a lot on the nature of the software as well as the nature of the libraries.