On Resolvent Identities in Gaussian Ensembles at the Edge of the Spectrum
classification
🧮 math-ph
math.MPmath.PR
keywords
ensemblesgaussianidentitiesresolventspectrumcasediscussedge
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We obtain the recursive identities for the joint moments of the traces of the powers of the resolvent for Gaussian ensembles of random matrices at the soft and hard edges of the spectrum. We also discuss the possible ways to extend these results to the non-Gaussian case.
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