Spectral density of the noncentral correlated Wishart ensembles

被引：2
|
作者：
Vinayak [1 ]
机构：
[1] Univ Nacl Autonoma Mexico, Inst Ciencias Fis, Cuernavaca 62210, Morelos, Mexico
来源：
PHYSICAL REVIEW E | 2014年 / 90卷 / 04期
关键词：
RANDOM-MATRIX MODEL; QCD DIRAC OPERATOR; STATISTICAL PROPERTIES; SINGULAR-VALUES; EIGENVALUE; UNIVERSAL; NOISE;
D O I：
10.1103/PhysRevE.90.042144
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the correlated Wishart matrix as W = AA(dagger), and refer to the ensemble of such Wishart matrices as the noncentral correlated Wishart ensemble (nc-CWE). We derive the Pastur self-consistent equation which describes the spectral density of nc-CWE at large matrix dimension.
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页数：8
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