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A Note on the Eigenvalue Density of Random Matrices

Michael K. -H. Kiessling·Herbert Spohn
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Abstract

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a consequence of a more general theorem, proven here, in the statistical mechanics of unstable interactions. Our result establishes the eigenvalue density of some ensembles of random matrices which were not covered by previous theorems.

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Michael K. -H. Kiessling, Herbert Spohn. 1998-10-13. A Note on the Eigenvalue Density of Random Matrices. https://doi.org/10.1007/s002200050516

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