arXiv:2203.02551 Abstract | arXiv Analytics

arXiv:2203.02551 [math.PR]Abstract References Reviews Resources

Proof Methods in Random Matrix Theory

Published 2022-03-04Version 1

In this survey article, we give an introduction to two methods of proof in random matrix theory: The method of moments and the Stieltjes transform method. We thoroughly develop these methods and apply them to show both the semicircle law and the Marchenko-Pastur law for random matrices with independent entries. The material is presented in a pedagogical manner and is suitable for anyone who has followed a course in measure-theoretic probability theory.

Categories: math.PR

Keywords: random matrix theory, proof methods, measure-theoretic probability theory, stieltjes transform method, independent entries

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