منابع مشابه
Law of addition in random matrix theory
We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of “gluon connectedness,” we calculate the density of energy levels for a wide class of probability distributions governing the random term, thus generalizing a result obtained recently by Brézin,...
متن کاملUniversality in Random Matrix Theory
which is the Central Limit Theorem. In principle, all the random variables X1, X2, · · · , XN can be of order 1, hence SN ∼ 1 as well, but the probability of having such a rare event is incredibly small. We can even estimate the bound on the probability for the rare event from the large deviation principle. A similar phenomenon happens when we form a large matrix from i.i.d. random variables an...
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In this preface to the Journal of Physics A, Special Edition on Random Matrix Theory, we give a review of the main historical developments of random matrix theory. A short summary of the papers that appear in this special edition is also given.
متن کاملOn the Law of Addition of Random Matrices
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices An and Bn rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix Un (i.e. An + U∗ nBnUn) is studied in the limit of large matrix order n. Convergence in probability to a limiting nonrandom measure is established. A functional equation for the St...
متن کاملRandom Matrix Theory
Random matrix theory is usually taught as a sequence of several graduate courses; we have 16 lectures, so we will give a very brief introduction. Some relevant books for the course: • G. Anderson, A. Guionnet, O. Zeitouni. An introduction to random matrices. [1] • A. Guionnet. Large random matrices: lectures on macroscopic asymptotics. • M. L. Mehta. Random matrices. The study of random matrice...
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ژورنال
عنوان ژورنال: Nuclear Physics B
سال: 1996
ISSN: 0550-3213
DOI: 10.1016/0550-3213(96)00276-3