Asymptotic properties of large random matrices with independent entries
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Publication:5284725
DOI10.1063/1.531589zbMATH Open0866.15014arXivcond-mat/9606174OpenAlexW2078757002MaRDI QIDQ5284725FDOQ5284725
Authors: A. Khorunzhy, B. A. Khoruzhenko, L. A. Pastur 
Publication date: 19 March 1997
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Abstract: We study the normalized trace of the resolvent of real symmetric matrices assuming that their entries are independent but not necessarily identically distributed random variables. We develop a rigorous method of asymptotic analysis of moments of for where is determined by the second moment of . By using this method we find the asymptotic form of the expectation and of the connected correlator . We also prove that the centralized trace has the Gaussian distribution in the limit . Basing on these results we present heuristic arguments supporting the universality property of the local eigenvalue statistics for this class of random matrix ensembles.
Full work available at URL: https://arxiv.org/abs/cond-mat/9606174
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