Limit correlation functions at zero for fixed trace random matrix ensembles
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 68-80
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The large-$N$ limit of the eigenvalue correlation functions is examined in a neighborhood of zero for the spectra of $N\times N-$Hermitian matrices chosen at random from the Hilbert–Schmidt sphere of appropriate radius. Dyson's famous $\sin\pi(t_1-t_2)/\pi(t_1-t_2)$-kernel asymptotics is extended to this class of random matrix ensembles.
@article{ZNSL_2007_341_a3,
author = {F. G\"otze and M. I. Gordin and A. Levina},
title = {Limit correlation functions at zero for fixed trace random matrix ensembles},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {68--80},
publisher = {mathdoc},
volume = {341},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a3/}
}
TY - JOUR AU - F. Götze AU - M. I. Gordin AU - A. Levina TI - Limit correlation functions at zero for fixed trace random matrix ensembles JO - Zapiski Nauchnykh Seminarov POMI PY - 2007 SP - 68 EP - 80 VL - 341 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a3/ LA - ru ID - ZNSL_2007_341_a3 ER -
F. Götze; M. I. Gordin; A. Levina. Limit correlation functions at zero for fixed trace random matrix ensembles. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 68-80. http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a3/