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.
| Original language | English |
|---|---|
| Article number | 093304 |
| Number of pages | 15 |
| Journal | Journal of Mathematical Physics |
| Volume | 51 |
| Issue number | 9 |
| Early online date | 26 Sept 2010 |
| DOIs | |
| Publication status | Published - Sept 2010 |
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