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Linear Functionals of Eigenvalues of Random Matrices
Random unitary matrix the calculation function
2015/7/14
.L.et 1% be a random r~x r~unitary matrix with distribution given
by Haar measure on the unitary group. Using explicit monlerlt calculations,
a general criterion is given for linear cornbinations of...
On correlation function of high moments of Wigner random matrices
correlation function Wigner random matrices
2010/11/23
We consider the Wigner ensemble of Hermitian n-dimensional random matrices and study the correlation function K(s',s") of their moments in the limit when the numbers s', s" of the moments are proporti...