On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands

• Published in: Журнал математической физики, анализа, геометрии
• Date: 2010
• Main Author: Vasilchuk, V.
• Format: Article
• Language: English
• Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2010
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/106636
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands / V. Vasilchuk // Журнал математической физики, анализа, геометрии. — 2010. — Т. 6, № 1. — С. 96-127. — Бібліогр.: 18 назв. — англ.

We consider the ensemble of n£n random matrices Hn = An+U†n BnUn, where An and Bn are random Hermitian (real symmetric) matrices, having the limiting Normalized Counting Measures of eigenvalues, and Un is unitary (orthogonal) uniformly distributed over U(n) (O(n)). We find the leading term of the as...