## A Simple Approach To Global Regime Of The Random Matrix Theory (1999)

Venue: | In Mathematical results in statistical mechanics |

Citations: | 4 - 1 self |

### BibTeX

@INPROCEEDINGS{Pastur99asimple,

author = {Leonid Pastur},

title = {A Simple Approach To Global Regime Of The Random Matrix Theory},

booktitle = {In Mathematical results in statistical mechanics},

year = {1999},

pages = {429--454},

publisher = {World Sci. Publishing}

}

### OpenURL

### Abstract

. We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of certain matrix functions and the expectations including their derivatives or, equivalently, on some simple formulas of the perturbation theory. In the framework of this unique approach we obtain functional equations for the Stieltjes transforms of the limiting normalized eigenvalue counting measure and the bounds for the rate of convergence for the majority known random matrix ensembles. 1. Introduction Random matrix theory is actively developing. Among numerous topics of the theory and its various applications those related to the asymptotic eigenvalue distribution of random matrices of large order are of considerable interest. An important role in this branch of the theory plays the eigenvalue counting measure defined for any Hermitian or real symmetr...