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On the Fluctuations of Entries of Matrices whose Randomness is due to Classical Groups
We consider first the n x n random matrices Hn = An +Un*BnUn, where An and Bn are Hermitian, having the limiting normalized counting measure (NCM) of eigenvalues as n →∞, and Un is unitary uniformly distributed over U(n). We find the leading term of asymptotic expansion for the covariance of element...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
2014
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| Series: | Журнал математической физики, анализа, геометрии |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/106809 |
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