Distribution of spectral linear statistics on random matrices beyond the large deviation function — Wigner time delay in multichannel disordered wires
Aurélien Grabsch 1 Christophe Texier 1 Journal of Physics A: Mathematical and Theoretical, IOP Publishing, 2016, 49 (20), pp.465002 An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form $L=(1/N)\sum_if(\lambda_i)$ where $f(x)$ is […]