Extremal eigenvalues and eigenvectors of deformed Wigner matrices
DOI10.1007/s00440-014-0610-8zbMath1338.15071OpenAlexW2020531132MaRDI QIDQ2634899
Publication date: 10 February 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-014-0610-8
Stieltjes transformeigenvalueeigenvectorrandom matrixHermitian matrixlocalizationWigner matricesGaussian unitary ensembleTracy-Widom distributiondelocalizationlocal semicircle lawHelffer-Sjöstrand formula
Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)
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