Decomposition of spectral density in individual eigenvalue contributions

DOI10.1088/1751-8113/43/36/365001MaRDI QIDQ4930100zbMATH OpenOpenAlexFDO

Authors

Publication date 28 September 2010

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.2321

zbMATH Keywords

eigenvalueseigenvectorsrandom matricessingular values

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Quantum equilibrium statistical mechanics (general) (82B10)

Abstract: The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.

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Cited in

(6)

• Decomposing the essential spectrum
• Decomposition of the instantaneous spectrum of a random system
• On the distribution of eigenvalues of grand canonical density matrices
• Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
• Dehomogenization: reconstruction of moments of the spectral measure of the composite
• Spectral properties of random reactance networks and random matrix pencils

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