Asymptotic properties of resolvents of large dilute Wigner random matrices (Q711208)

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Asymptotic properties of resolvents of large dilute Wigner random matrices
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    Asymptotic properties of resolvents of large dilute Wigner random matrices (English)
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    25 October 2010
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    Spectral properties of a certain version of the Wigner ensemble of random real symmetric \(n \times n\) matrices called the dilute random matrices \(H_{n,p}\) with entries \(H_{n,p}(i,j)\) taking the zero value with probability \(1-p/n\) are analyzed. Using the resolvent identities combined with the cumulant expansions technique, proposed by \textit{A. Khorunzhy, B. Khoruzhenko} and \textit{L. Pastur} [J.~Math.~Phys.~37, No.~10, 5033--5060 (1996; Zbl 0866.15014)], it is proved that the Wigner ensemble of dilute matrices is characterized by the semicircle distribution as \(n,p \rightarrow \infty\). Then, the leading term of the correlation function of the resolvent \(G_{n,p}(z) = (H_{n,p}- zI)^{-1}\) is investigated under the condition that \(|\text{Im}z|\) is large enough in the limit \(p,n \rightarrow \infty\), \(p = O(n^{\alpha})\), \(3/5 < \alpha < 1\). It follows from the found explicit expression for the leading term of the correlation function \(C_{n,p}(z_1, z_2)\) that the leading term converges to the same limit as that of the resolvent correlation of the Wigner ensemble of random matrices. It is shown that under the universality relation, holding for the ensemble of dilute random matrices in certain asymptotic regime referred as the moderate dilution, does not alter the universality class of Wigner ensembles of random matrices.
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    random matrices
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    asymptotic properties
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    dilute matrices
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    Wigner ensemble
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    correlation function
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    resolvent
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