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Theory of random matrices with strong level confinement

V. Freilikher·E. Kanzieper·I. Yurkevich
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Abstract

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for density of levels, one- and two-point Green's functions are calculated. We show that in the large-N limit the properly rescaled local eigenvalue correlations are independent of P[H] while global smoothed connected correlations depend on P[H] only through the endpoints of spectrum. We also establish previously unknown intimate connection between structure of Szegö function entering strong polynomial asymptotics and mean-field equation by Dyson.

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V. Freilikher, E. Kanzieper, I. Yurkevich. 1996-04-29. Theory of random matrices with strong level confinement. https://arxiv.org/abs/cond-mat/9510002

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