Asymptotic properties of large random matrices with independent entries
Asymptotic properties of large random matrices with independent entries
We study the normalized trace gn(z)=n−1 tr(H−zI)−1 of the resolvent of n×n real symmetric matrices H=[(1+δjk)Wjk√n]j,k=1n assuming that their entries are independent but not necessarily identically distributed random variables. We develop a rigorous method of asymptotic analysis of moments of gn(z) for | Iz|≥η0 where η0 is determined by the …