Asymptotics of orthogonal polynomials and eigenvalue distribution of random matrices
Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 9 (2002) no. 2, pp. 168-187 Cet article a éte moissonné depuis la source Math-Net.Ru

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We present an informal discussion of recent results on the asymptotic behaviour of orthogonal polynomials, in particular orthogonal polynomials with varying weight, emphasizing links with spectral theory. We apply some of these results to find the leading term of the covariance of linear statistics of certain unitary invariant ensembles of random matrix of large order.
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     author = {L. Pastur},
     title = {Asymptotics of orthogonal polynomials and eigenvalue distribution of random matrices},
     journal = {\v{Z}urnal matemati\v{c}eskoj fiziki, analiza, geometrii},
     pages = {168--187},
     year = {2002},
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     number = {2},
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     url = {http://geodesic.mathdoc.fr/item/JMAG_2002_9_2_a3/}
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L. Pastur. Asymptotics of orthogonal polynomials and eigenvalue distribution of random matrices. Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 9 (2002) no. 2, pp. 168-187. http://geodesic.mathdoc.fr/item/JMAG_2002_9_2_a3/