Asymptotic properties of random matrices of long-range percolation model
Abstract
We study the spectral properties of matrices of long-range percolation model. These are N × N random real symmetric matrices H = {H(i, j)}i,j whose elements are independent random variables taking zero value with probability
, where ψ is an even positive function with ψ(t) ≤ 1 and vanishing at infinity. We study the resolvent G(z) = (H – z)–1, Im z ≠ 0, in the limit N, b → ∞, b = O(Nα), 1/3 < α < 1, and obtain the explicit expression T(z1, z2) for the leading term of the correlation function of the normalized trace of the resolvent gN,b(z) = N–1TrG(z). We show that in the scaling limit of local correlations, this term leads to the expression
found earlier by other authors for band random matrix ensembles. This shows that the ratio b2/N is the correct scale for the eigenvalue density correlation function and that the ensemble we study and that of band random matrices belong to the same class of spectral universality.
© de Gruyter 2009
Articles in the same Issue
- Asymptotic properties of random matrices of long-range percolation model
- T-Convolution and its applications to n-dimensional distributions
- Some procedures for extending random operators
- Common random fixed points for multivalued random operators without S- and T-weakly commuting random operators
- Fractional SPDEs with non-Lipschitz coefficients
Articles in the same Issue
- Asymptotic properties of random matrices of long-range percolation model
- T-Convolution and its applications to n-dimensional distributions
- Some procedures for extending random operators
- Common random fixed points for multivalued random operators without S- and T-weakly commuting random operators
- Fractional SPDEs with non-Lipschitz coefficients