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Paper detail

Proof Methods in Random Matrix Theory

In this survey article, we give an introduction to two methods of proof in random matrix theory: The method of moments and the Stieltjes transform method. We thoroughly develop these methods and apply them to show both the semicircle law and the Marchenko-Pastur law for random matrices with independent entries. The material is presented in a pedagogical manner and is suitable for anyone who has followed a course in measure-theoretic probability theory.

preprint2022arXivOpen access
Michael FleermannWerner Kirsch
math.PR
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Michael FleermannWerner Kirsch

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