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Universal sum and product rules for random matrices


Reference:

Rogers, T., 2010. Universal sum and product rules for random matrices. Journal of Mathematical Physics, 51 (9), 093304.

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Official URL:

http://dx.doi.org/10.1063/1.3481569

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Abstract

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact and universal expressions are found in the high-dimension limit for the quaternionic Green's functions of random matrices with independent entries when summed or multiplied with deterministic matrices. From these, the limiting spectral density can be accurately predicted.

Details

Item Type Articles
CreatorsRogers, T.
DOI10.1063/1.3481569
Related URLs
URLURL Type
http://arxiv.org/abs/0912.2499Free Full-text
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code32175

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