Asymptotics of orthogonal polynomials and eigenvalue distribution of random matrices
Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 9 (2002) no. 2, pp. 168-187
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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.
@article{JMAG_2002_9_2_a3,
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},
volume = {9},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/JMAG_2002_9_2_a3/}
}
TY - JOUR AU - L. Pastur TI - Asymptotics of orthogonal polynomials and eigenvalue distribution of random matrices JO - Žurnal matematičeskoj fiziki, analiza, geometrii PY - 2002 SP - 168 EP - 187 VL - 9 IS - 2 UR - http://geodesic.mathdoc.fr/item/JMAG_2002_9_2_a3/ LA - en ID - JMAG_2002_9_2_a3 ER -
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/