RANDOM MATRIX;
INTEGRATING DENSITY OF STATES;
STATISTICAL MECHANICS;
MEAN FIELD-THEORY;
D O I:
10.1007/BF02184872
中图分类号:
O4 [物理学];
学科分类号:
0702 ;
摘要:
We consider the ensemble of random symmetric n x n matrices specified by an orthogonal invariant probability distribution. We treat this distribution as a Gibbs measure of a mean-field-type model. This allows us to show that the normalized eigenvalue counting function of this ensemble converges in probability to a nonrandom limit as n --> infinity and that this limiting distribution is the solution of a certain self-consistent equation.