Compact support probability distributions in random matrix theory
arXiv:cond-mat/9809270 · doi:10.1103/PhysRevE.59.1489
Abstract
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue distribution coincides with that of the "canonical" ensemble with measure exp[-Tr V(M)]. The mapping of the corresponding phase boundaries is illuminated in an explicit example. In the case of a Gaussian potential we are able to derive exact expressions for the one- and two-point correlator for finite , having finite support.
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