The Perturbative Resolvent Method: spectral densities of random matrix ensembles via perturbation theory

Understand

We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM).

• The PRM is based on constructing a linear system of equations and calculating how the solutions to these equation change in response to a small perturbation using the zero-temperature cavity method.
• We illustrate the power of the method by providing simple analytic derivations of the Wigner Semi-circle Law for symmetric matrices, the Marchenko-Pastur Law for Wishart matrices, the spectral density for a product Wishart matrix composed of two square matrices, and the Circle and elliptic laws for real random matrices.