A Simple Approach To Global Regime Of The Random Matrix Theory

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

by Leonid Pastur

Venue:	In Mathematical results in statistical mechanics
Citations:	2 - 1 self

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Datum	Value	Source
TITLE	A Simple Approach To Global Regime Of The Random Matrix Theory	user correction - Legacy Corrections
AUTHOR NAME	Leonid Pastur	SVM HeaderParse 0.1
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...	user correction - Legacy Corrections
YEAR	1999	user correction - Legacy Corrections
VENUE	In Mathematical results in statistical mechanics	INFERENCE
VENUE TYPE	CONFERENCE	INFERENCE
PAGES	429--454	INFERENCE
CITATIONS	31 found	ParsCit 1.0