On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands
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| Creator |
Vasilchuk, V.
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| Description |
We consider the ensemble of n£n random matrices Hn = An+U†n BnUn, where An and Bn are random Hermitian (real symmetric) matrices, having the limiting Normalized Counting Measures of eigenvalues, and Un is unitary (orthogonal) uniformly distributed over U(n) (O(n)). We find the leading term of the asymptotic expansion of covariance of traces of resolvent of Hn and establish the Central Limit Theorem for linear eigenvalue statistics of Hn as n → ∞.
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| Date |
2016-10-01T15:11:07Z
2016-10-01T15:11:07Z 2010 |
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| Type |
Article
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| Identifier |
On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands / V. Vasilchuk // Журнал математической физики, анализа, геометрии. — 2010. — Т. 6, № 1. — С. 96-127. — Бібліогр.: 18 назв. — англ.
1812-9471 http://dspace.nbuv.gov.ua/handle/123456789/106636 |
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| Language |
en
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| Relation |
Журнал математической физики, анализа, геометрии
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| Publisher |
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
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