On a Limiting Distribution of Singular Values of Random Band Matrices

• Published in: Журнал математической физики, анализа, геометрии
• Date: 2015
• ISSN: 1812-9471
• Main Authors: Lytova, A., Pastur, L.
• Format: Article
• Language: English
• Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2015
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/119883
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: On a Limiting Distribution of Singular Values of Random Band Matrices / A. Lytova, L. Pastur // Журнал математической физики, анализа, геометрии. — 2015. — Т. 11, № 4. — С. 311-332. — Бібліогр.: 20 назв. — англ.

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law ar...