EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES
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Publication:2920378
DOI10.1142/S2010326312500074zbMath1252.60011arXiv1203.1597OpenAlexW2013973076MaRDI QIDQ2920378
Publication date: 16 October 2012
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.1597
random matriceslocalizationWasserstein distancevariance boundseigenvalue counting functionfour moment theorem
Related Items (8)
High temperature asymptotics of orthogonal mean-field spin glasses ⋮ The Wasserstein distance to the circular law ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Random matrices with prescribed eigenvalues and expectation values for random quantum states ⋮ Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case ⋮ A rate of convergence for the circular law for the complex Ginibre ensemble ⋮ A sharp rate of convergence for the empirical spectral measure of a random unitary matrix ⋮ One-dimensional empirical measures, order statistics, and Kantorovich transport distances
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