Mathematics – Probability
Scientific paper
2011-04-11
Mathematics
Probability
7 pages, 4 figures
Scientific paper
We exhibit an explicit formula for the spectral density of a (large) random
matrix which is a diagonal matrix whose spectral density converges, perturbated
by the addition of a symmetric matrix with Gaussian entries and a given (small)
limiting variance profile.
Benaych-Georges Florent
Enriquez Nathanaël
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