Edge universality of correlated Gaussians
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Publication:2631870
DOI10.1214/19-EJP273zbMath1421.15009arXiv1712.04889OpenAlexW2941394838MaRDI QIDQ2631870
Publication date: 16 May 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.04889
Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)
Related Items (4)
On the operator norm of a Hermitian random matrix with correlated entries ⋮ Correlated random matrices: band rigidity and edge universality ⋮ Dyson Brownian motion for general \(\beta\) and potential at the edge ⋮ Eigenvalues for the minors of Wigner matrices
Cites Work
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- Propriétés des matrices ``bien localisées près de leur diagonale et quelques applications. (Properties of matrices ``well localized near the diagonal and some applications)
- Universality for general Wigner-type matrices
- Stability of the matrix Dyson equation and random matrices with correlations
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Convergence of local statistics of Dyson Brownian motion
- Bulk universality for Wigner matrices
- High-Dimensional Statistics
- RANDOM MATRICES WITH SLOW CORRELATION DECAY
- Quadratic Vector Equations On Complex Upper Half-Plane
- A Dynamical Approach to Random Matrix Theory
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