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

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...

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Bibliographic Details
Date:	2005
Main Authors:	Pastur, L. A., Пастур, Л. А.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2005
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3645
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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