Correlated random matrices: band rigidity and edge universality
From MaRDI portal
Publication:2179602
DOI10.1214/19-AOP1379zbMath1434.60017arXiv1804.07744OpenAlexW3019203882MaRDI QIDQ2179602
Dominik Schröder, László Erdős, Torben Krüger, Johannes Alt
Publication date: 13 May 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07744
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items
On the operator norm of a Hermitian random matrix with correlated entries ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Edge universality for non-Hermitian random matrices ⋮ Gaussian fluctuations in the equipartition principle for Wigner matrices ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices ⋮ Cusp universality for random matrices. I: Local law and the complex Hermitian case ⋮ Critical behavior of non-intersecting Brownian motions ⋮ Dynamics of a rank-one perturbation of a Hermitian matrix ⋮ Large sample covariance matrices of Gaussian observations with uniform correlation decay ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices ⋮ The Dyson equation with linear self-energy: spectral bands, edges and cusps ⋮ Dyson Brownian motion for general \(\beta\) and potential at the edge ⋮ Random matrices with exchangeable entries ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ Quadratic Vector Equations On Complex Upper Half-Plane ⋮ Eigenvalues for the minors of Wigner matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Fluctuations at the edges of the spectrum of the full rank deformed GUE
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
- The local semicircle law for a general class of random matrices
- Edge universality of beta ensembles
- Gap universality of generalized Wigner and \(\beta\)-ensembles
- Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
- Universality of random matrices with correlated entries
- Random matrices: universality of local eigenvalue statistics
- On universality of local edge regime for the deformed Gaussian unitary ensemble
- Universality of random matrices and local relaxation flow
- Rigidity of eigenvalues of generalized Wigner matrices
- Anisotropic local laws for random matrices
- Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices
- Level-spacing distributions and the Airy kernel
- Exact separation of eigenvalues of large dimensional sample covariance matrices
- Universality at the edge of the spectrum in Wigner random matrices.
- Local law and Tracy-Widom limit for sparse random matrices
- Universality for general Wigner-type matrices
- Universality for random matrix flows with time-dependent density
- Stability of the matrix Dyson equation and random matrices with correlations
- Fixed energy universality of Dyson Brownian motion
- On orthogonal and symplectic matrix ensembles
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- Eigenvector distribution of Wigner matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
- Cusp universality for random matrices. I: Local law and the complex Hermitian case
- The Dyson equation with linear self-energy: spectral bands, edges and cusps
- Cusp universality for random matrices. II: The real symmetric case
- Location of the spectrum of Kronecker random matrices
- From Gumbel to Tracy-Widom
- Convergence of local statistics of Dyson Brownian motion
- The local relaxation flow approach to universality of the local statistics for random matrices
- A necessary and sufficient condition for edge universality of Wigner matrices
- Edge universality of correlated Gaussians
- Limiting laws of linear eigenvalue statistics for Hermitian matrix models
- Edge universality for deformed Wigner matrices
- Bulk universality for Wigner matrices
- Breakdown of universality in multi-cut matrix models
- Transport maps for β-matrix models in the multi-cut regime
- RANDOM MATRICES WITH SLOW CORRELATION DECAY
- Quadratic Vector Equations On Complex Upper Half-Plane
- A Dynamical Approach to Random Matrix Theory
- Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints
This page was built for publication: Correlated random matrices: band rigidity and edge universality