Asymptotic properties of large random matrices with independent entries

DOI10.1063/1.531589MaRDI QIDQ5284725zbMATHOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/cond-mat/9606174

zbMATH Keywords

random matrixuniversalitydensity of statesGaussian ensemblescircular ensemblesasymptotic analysis of momentsasymptotic expectation values

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30)

Abstract: We study the normalized trace $g_n(z)=n^{-1}mboxtr,(H-zI{)}^{-1}$ of the resolvent of $nimesn$ real symmetric matrices $$ assuming that their entries are independent but not necessarily identically distributed random variables. We develop a rigorous method of asymptotic analysis of moments of $g_n(z)$ for $|Imz|geet{a}_0$ where $et{a}_0$ is determined by the second moment of $W_{jk}$. By using this method we find the asymptotic form of the expectation $$ and of the connected correlator $$. We also prove that the centralized trace $$ has the Gaussian distribution in the limit $n=infty$. Basing on these results we present heuristic arguments supporting the universality property of the local eigenvalue statistics for this class of random matrix ensembles.

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