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

dc.contributor.author	Vasilchuk, V.
dc.date.accessioned	2016-10-01T15:11:07Z
dc.date.available	2016-10-01T15:11:07Z
dc.date.issued	2010
dc.identifier.citation	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.	uk_UA
dc.identifier.issn	1812-9471
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/106636
dc.description.abstract	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 asymptotic expansion of covariance of traces of resolvent of Hn and establish the Central Limit Theorem for linear eigenvalue statistics of Hn as n → ∞.	uk_UA
dc.description.sponsorship	This work was supported by Franco-Ukrainian programme PICS (2009{2011) of NAS of Ukraine and CNRS. The author is thankful to Prof L. Pastur for helpful discussions.	uk_UA
dc.language.iso	en	uk_UA
dc.publisher	Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України	uk_UA
dc.relation.ispartof	Журнал математической физики, анализа, геометрии
dc.title	On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands	uk_UA
dc.type	Article	uk_UA
dc.status	published earlier	uk_UA