On the Fluctuations of Entries of Matrices whose Randomness is due to Classical Groups
We consider first the n x n random matrices Hn = An +Un*BnUn, where An and Bn are Hermitian, having the limiting normalized counting measure (NCM) of eigenvalues as n →∞, and Un is unitary uniformly distributed over U(n). We find the leading term of asymptotic expansion for the covariance of element...
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| Datum: | 2014 |
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| Format: | Artikel |
| Sprache: | English |
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Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
2014
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| Schriftenreihe: | Журнал математической физики, анализа, геометрии |
| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/106809 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On the Fluctuations of Entries of Matrices whose Randomness is due to Classical Groups / V. Vasilchuk // Журнал математической физики, анализа, геометрии. — 2014. — Т. 10, № 4. — С. 451-484. — Бібліогр.: 9 назв. — англ. |