English

Spectra of large random matrices: A method of study

Statistical Mechanics 2016-08-31 v1 chao-dyn Disordered Systems and Neural Networks High Energy Physics - Theory Chaotic Dynamics Exactly Solvable and Integrable Systems solv-int

Abstract

A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The approach presented is equally suitable for description of both local and global spectral characteristics, thereby providing an overall look at the phenomenon of spectral universality in Random Matrix Theory.

Keywords

Cite

@article{arxiv.cond-mat/9809365,
  title  = {Spectra of large random matrices: A method of study},
  author = {E. Kanzieper and V. Freilikher},
  journal= {arXiv preprint arXiv:cond-mat/9809365},
  year   = {2016}
}

Comments

47 pages; to appear in: Diffuse Waves in Complex Media, edited by J. P. Fouque, NATO ASI Series (Kluwer, Dordrecht, 1999)