Universality of local eigenvalue statistics in random matrices with external source

DOI10.1142/S2010326314500051zbMath1314.60030arXiv1308.1057OpenAlexW2962788862MaRDI QIDQ3191248

Van H. Vu, Sean O'Rourke

Publication date: 1 October 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1057

zbMATH Keywords

universalitycorrelation functionWigner matricessine kernelexternal sourcelocal eigenvalue statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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Fluctuations at the edges of the spectrum of the full rank deformed GUE ⋮ Extremal eigenvalues and eigenvectors of deformed Wigner matrices ⋮ Mesoscopic perturbations of large random matrices ⋮ Universality for random matrix flows with time-dependent density ⋮ Matrix regularizing effects of Gaussian perturbations ⋮ Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors ⋮ RANDOM MATRICES WITH SLOW CORRELATION DECAY ⋮ Random matrices: tail bounds for gaps between eigenvalues ⋮ Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices ⋮ Bulk universality for deformed Wigner matrices ⋮ On the limit of extreme eigenvalues of large dimensional random quaternion matrices ⋮ Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices ⋮ Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

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