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Asymptotic properties
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Classroom Contents
Random Matrix Theory and Its Applications - Lecture 5
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- 1 Recap - Rot inv ensembles Gaussian
- 2 Two approaches - finite N approach
- 3 Large N continuum approach
- 4 What is the typical scale of lambda?
- 5 Large N - coarse graining
- 6 Step 1: Introduce an empirical density
- 7 Step 2: Coarse graining - Partial tracing
- 8 Saddle point method
- 9 Finite support of the charged density
- 10 Cauchy singular value equation
- 11 F.G. Tricomi, 1957
- 12 Famous Wigner semi-circular law
- 13 Scale of interparticle distance
- 14 Asymptotic properties
- 15 Tracy & Widom, 1994
