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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 1992 Volume 90, Number 2, Pages 163–178 (Mi tmf5516)

This article is cited in 45 papers

Limiting eigenvalue distribution for band random matrices

S. A. Molchanova, L. A. Pasturb, A. M. Khorunzhiib

a M. V. Lomonosov Moscow State University
b Physical Engineering Institute of Low Temperatures, UkrSSR Academy of Sciences

Abstract: An equation is obtained for the Stieltjes transform of the normalized eigenvalue distribution of band random matrices in the limit in which the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the semicircle law are found.

Received: 25.07.1991


 English version:
Theoretical and Mathematical Physics, 1992, 90:2, 108–118

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