On Asymptotic Properties of Large Random Matrices with Independent Entries

Alexei M. Khorunzhy, Boris A. Khoruzhenko, Leonid A. Pastur

We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=[(1+{\delta }_{jk})W_{jk}/\sqrt{n}{]}_{j,k=1}^n$ assu…