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arXiv 0907.3743math.PRmath-phmath.MP
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大型Wigner随机矩阵的高阶矩及谱范数的渐近性质

High Moments of Large Wigner Random Matrices and Asymptotic Properties of the Spectral Norm

O. Khorunzhiy

摘要:

我们考虑一个n × n实对称随机矩阵A的系综,其元素由具有对称概率分布的独立同分布随机变量确定。假设这些随机变量的矩12+ 2 δ存在,我们证明了A的重标度为n^{-2/3}的谱范数的概率分布有一个普适表达式的界.该证明基于Ya提出和开发的方法的完整和修改版本。Sinai和A. Soshnikov研究了Wigner随机矩阵的高阶矩。

英文摘要:

We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these random variables exists, we prove that the probability distribution of the spectral norm of A rescaled to n^{-2/3} is bounded by a universal expression. The proof is based on the completed and modified version of the approach proposed and developed by Ya. Sinai and A. Soshnikov to study high moments of Wigner random matrices.

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