A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices
We present simple proofs of several basic facts of the global regime (the existence and the form of the non-random limiting Normalized Counting Measure of eigenvalues, and the central limit theorem for the trace of the resolvent) for ensembles of random matrices, whose probability law involves the G...
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| Date: | 2005 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/165749 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices / L. A. Pastur // Український математичний журнал. — 2005. — Т. 57, № 6. — С. 790–817. — Бібліогр.: 14 назв. — англ. |