A note on the eigenvalue density of random matrices
The paper focuses on the eigenvalue distribution of ensembles of \(N\times N\) random matrices \(M_N\) whose probability distribution has the density \[ Q_N^{-1} \exp\bigl\{- \kappa N \text{Tr} V(M) \bigr\} dM.\tag{1} \] It is known since the papers by F. Dyson that the eigenvalues \(\lambda_j\), \(j=1, \dots,N\) of such matrices are distributed as the charged particles in the potential determined by \(V\). The variational principle formulated by \textit{E. Wigner} for Hermitian random matrices (1) [Can. Math. Proc. 174-198 (1957)] leads to the following equation for the limiting eigenvalue density \(\rho(\lambda)= \lim_{N\to \infty}\sum^N_{j=1} \delta( \lambda- \lambda_j)N^{-1}\) \[ \kappa\int_{\text{supp}}{\rho(\mu)d\mu\over\lambda-\mu}= V'(\lambda). \tag{2} \] In a faper by \textit{A. Boutet de Monvel}, \textit{L. Pastur} and \textit{M. Shcherbina} [J. Stat. Phys. 79, 585-611 (1995)] equation (2) was derived rigorously. In present paper the authors prove an abstract statistical mechanics theorem on particle systems with unstable interactions. As a consequence of this theorem, existence of the limiting eigenvalue distributions is proved for a series of random matrix ensembles (1) generalising the ensemble considered in the paper cited above.
- On the statistical mechanics approach in the random matrix theory: Integrated density of states.
- Heuristic relative entropy principles with complex measures: large-degree asymptotics of a family of multi-variate normal random polynomials
- Surfaces with prescribed Gauss curvature
- Onsager's ensemble for point vortices with random circulations on the sphere
- Quantum Hall phases and plasma analogy in rotating trapped Bose gases
- Incompressibility estimates for the Laughlin phase
- Scaling limits of bosonic ground states, from many-body to non-linear Schrödinger
- Priors leading to well-behaved Coulomb and Riesz gases versus zeroth-order phase transitions -- a potential-theoretic characterization
- Universality of the number variance in rotational invariant two-dimensional Coulomb gases
- Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles
- Deducing a variational principle with minimal \textit{a priori} assumptions
- Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem
- Third-order phase transition: random matrices and screened Coulomb gas with hard walls
- A review of the mean field limits for Vlasov equations
- On large deviations for Gibbs measures, mean energy and gamma-convergence
- Bulk universality and related properties of Hermitian matrix models
- The microscopic foundations of Vlasov theory for jellium-like Newtonian \(N\)-body systems
- Linear functionals of eigenvalues of random matrices
- Higher-dimensional Coulomb gases and renormalized energy functionals
- Universality of the third-order phase transition in the constrained Coulomb gas
- The Vlasov continuum limit for the classical microcanonical ensemble
- scientific article; zbMATH DE number 3920682 (Why is no real title available?)
- scientific article; zbMATH DE number 3948509 (Why is no real title available?)
- On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
- Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
- Interior Eigenvalue Density of Jordan Matrices with Random Perturbations
- Universality of the weak pushed-to-pulled transition in systems with repulsive interactions
- First-order global asymptotics for confined particles with singular pair repulsion
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- A note on variance bounds and location of eigenvalues
- Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
- Coulomb and Riesz gases: The known and the unknown
- On the singular values of Gaussian random matrices
- Asymptotic analysis of the density of states in random matrix models associated with a slowly decaying weight
- Droplet phases in non-local Ginzburg-Landau models with Coulomb repulsion in two dimensions
- From Boltzmann to random matrices and beyond
- Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
- On the almost‐circular symplectic induced Ginibre ensemble
- Spherical induced ensembles with symplectic symmetry
- Universal scaling limits of the symplectic elliptic Ginibre ensemble
- Partition functions of determinantal and Pfaffian Coulomb gases with radially symmetric potentials
- Exponential moments for disk counting statistics at the hard edge of random normal matrices
- Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE
- A variational principle for a non-integrable model
- A note on classical ground state energies
This page was built for publication: A note on the eigenvalue density of random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1284182)
