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Register a new userThe Perturbative Resolvent Method: spectral densities of random matrix ensembles via perturbation theory
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We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of equations and calculating how the solutions to these equation change in response to a small perturbation using the zero-temperature cavity method. We illustrate the power of the method by providing simple analytic derivations of the Wigner Semi-circle Law for symmetric matrices, the Marchenko-Pastur Law for Wishart matrices, the spectral density for a product Wishart matrix composed of two square matrices, and the Circle and elliptic laws for real random matrices.
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This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions with inverse square interaction (Calogero-Sutherland model). Certain non-invariant random matrix ensembles are also considered with the emphasis on the eigenfunction statistics in them. The course can also be viewed as introduction to theory of localization where the (non-invariant) random matrix ensembles play a role of the toy models to illustrate functional methods based on super-vector/super-matrix representations.
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