Edge universality for deformed Wigner matrices
From MaRDI portal
Publication:3451144
DOI10.1142/S0129055X1550018XzbMath1328.15051arXiv1310.7057OpenAlexW2395103891MaRDI QIDQ3451144
Publication date: 10 November 2015
Published in: Reviews in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.7057
eigenvaluerandom matrixHermitian Wigner matrixTracy-Widom distributionedge universalityreal symmetric Wigner matrix
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)
Related Items
Large deviations for spectral measures of some spiked matrices, Rank-uniform local law for Wigner matrices, Extreme gaps between eigenvalues of Wigner matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices, Isotropic self-consistent equations for mean-field random matrices, Local law and Tracy-Widom limit for sparse random matrices, Edge universality for non-Hermitian random matrices, Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs, Correlated random matrices: band rigidity and edge universality, Cusp universality for random matrices. I: Local law and the complex Hermitian case, Critical behavior of non-intersecting Brownian motions, Extremal statistics of quadratic forms of GOE/GUE eigenvectors, Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices, Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices, On the rightmost eigenvalue of non-Hermitian random matrices, Quenched universality for deformed Wigner matrices, Airy point process via supersymmetric lifts, Mesoscopic central limit theorem for non-Hermitian random matrices, Small deviation estimates for the largest eigenvalue of Wigner matrices, Dyson Brownian motion for general \(\beta\) and potential at the edge, The spectral norm of random inner-product kernel matrices, RANDOM MATRICES WITH SLOW CORRELATION DECAY, Anisotropic local laws for random matrices, Random characteristics for Wigner matrices, Bulk universality for deformed Wigner matrices, Tracy-Widom limit for Kendall's tau, Local law and Tracy-Widom limit for sparse sample covariance matrices, 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, Large deviations for extreme eigenvalues of deformed Wigner random matrices, Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices, Edge statistics of large dimensional deformed rectangular matrices, Eigenvalues for the minors of Wigner matrices, Tracy-Widom at each edge of real covariance and MANOVA estimators, Spiked sample covariance matrices with possibly multiple bulk components, Stability of large complex systems with heterogeneous relaxation dynamics, Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges
Cites Work
- Fluctuations of deformed Wigner random matrices
- Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
- Averaging fluctuations in resolvents of random band matrices
- The local semicircle law for a general class of random matrices
- Edge universality of beta ensembles
- 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
- The arithmetic of distributions in free probability theory
- Rigidity of eigenvalues of generalized Wigner matrices
- Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
- Characteristic vectors of bordered matrices with infinite dimensions
- Large \(n\) limit of Gaussian random matrices with external source. I
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- On the lower bound of the spectral norm of symmetric random matrices with independent entries
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Level-spacing distributions and the Airy kernel
- Universality at the edge of the spectrum in Wigner random matrices.
- Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
- On orthogonal and symplectic matrix ensembles
- Random matrices: Universality of local eigenvalue statistics up to the edge
- The spectrum edge of random matrix ensembles.
- From Gumbel to Tracy-Widom
- 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
- Wigner random matrices with non-symmetrically distributed entries
- A new approach to subordination results in free probability
- Large \(n\) limit of Gaussian random matrices with external source. II
- On Resolvent Identities in Gaussian Ensembles at the Edge of the Spectrum
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- On the free convolution with a semi-circular distribution
- Asymptotic properties of large random matrices with independent entries
- Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
