Journal of Statistical Physics

, Volume 79, Issue 3–4, pp 585–611 | Cite as

On the statistical mechanics approach in the random matrix theory: Integrated density of states

  • A. Boutet de Monvel
  • L. Pastur
  • M. Shcherbina


We consider the ensemble of random symmetricn×n matrices specified by an orthogonal invariant probability distribution. We treat this distribution as a Gibbs measure of a mean-field-type model. This allows us to show that the normalized eigenvalue counting function of this ensemble converges in probability to a nonrandom limit asn→∞ and that this limiting distribution is the solution of a certain self-consistent equation.

Key Words

Random matrix integrating density of states statistical mechanics mean field-theory 


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Copyright information

© Plenum Publishing Corporation 1995

Authors and Affiliations

  • A. Boutet de Monvel
    • 1
  • L. Pastur
    • 2
  • M. Shcherbina
    • 2
  1. 1.Laboratory of Mathematical Physics and GeometryUniversité Paris VIIParis Cedex 05France
  2. 2.Mathematical DivisionInstitute for Low Temperature PhysicsKharkovUkraine

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