A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices

• Published in: Український математичний журнал
• Date: 2005
• ISSN: 1027-3190
• Main Author: Pastur, L.A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/165749
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices / L. A. Pastur // Український математичний журнал. — 2005. — Т. 57, № 6. — С. 790–817. — Бібліогр.: 14 назв. — англ.

We present simple proofs of several basic facts of the global regime (the existence and the form of the non-random limiting Normalized Counting Measure of eigenvalues, and the central limit theorem for the trace of the resolvent) for ensembles of random matrices, whose probability law involves the G...