A moment method for invariant ensembles
A moment method for invariant ensembles
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DOI:
10.3934/era.2018.25.007
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发表时间:
2018-12
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通讯作者:
Sho Matsumoto;Jonathan Novak
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文献类型:
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作者:
Sho Matsumoto;Jonathan Novak
We introduce a new moment method in Random Matrix Theory specifically tailored to the spectral analysis of invariant ensembles. Our method produces a classification of invariant ensembles which exhibit a spectral Law of Large Numbers and yields an explicit description of the limiting eigenvalue distribution when it exists. We discuss the future development and applications of this new moment method.