Large Random Matrices: Eigenvalue Distribution

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dc.creatorEynard, B.
dc.date1994-01-31
dc.date.accessioned2026-07-07T09:14:13Z
dc.date.available2026-07-07T09:14:13Z
dc.descriptionA recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is universal, is recovered and the three and four-point functions are given explicitly. One observes that higher order correlation functions are linear combinations of universal functions with coefficients depending on an increasing number of parameters of the matrix distribution.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/hep-th/9401165
dc.identifierhttp://arxiv.org/abs/hep-th/9401165
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/152598
dc.subjectHigh Energy Physics - Theory
dc.subjectExactly Solvable and Integrable Systems
dc.titleLarge Random Matrices: Eigenvalue Distribution
dc.typetext

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