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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 1972 Volume 10, Number 1, Pages 102–112 (Mi tmf2643)

This article is cited in 192 papers

On the spectrum of random matrices

L. A. Pastur


Abstract: A study is made of the distribution of eigenvalues in a certain ensemble of random particles that contains as a special case the ensemble used by Wigner to give a statistical description of the energy levels of heavy nuclei, it is shown that the distribution function of the elgenvalues divided by the factor $N$ (the order of the matrices) becomes nonrandom In the limit $N\to\infty$ and can be found by solving a definite functional equation.

Received: 11.01.1971


 English version:
Theoretical and Mathematical Physics, 1972, 10:1, 67–74

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