On the spectrum of random matrices
Teoretičeskaâ i matematičeskaâ fizika, Tome 10 (1972) no. 1, pp. 102-112
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A study is made of the distribution of eigenvalues in a certain ensemble of random particles that contains as a special case the ensemble used by Wigner to give a statistical description of the energy levels of heavy nuclei, it is shown that the distribution function of the elgenvalues divided by the factor $N$ (the order of the matrices) becomes nonrandom In the limit $N\to\infty$ and can be found by solving a definite functional equation.
@article{TMF_1972_10_1_a8,
author = {L. A. Pastur},
title = {On the spectrum of random matrices},
journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
pages = {102--112},
year = {1972},
volume = {10},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TMF_1972_10_1_a8/}
}
L. A. Pastur. On the spectrum of random matrices. Teoretičeskaâ i matematičeskaâ fizika, Tome 10 (1972) no. 1, pp. 102-112. http://geodesic.mathdoc.fr/item/TMF_1972_10_1_a8/
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