Universality of random matrices with correlated entries

DOI10.1214/17-EJP46zbMath1361.60008arXiv1604.05709MaRDI QIDQ519719

Ziliang Che

Publication date: 5 April 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.05709

zbMATH Keywords

Stieltjes transformuniversalityempirical spectral measurespectral statisticscorrelated random matriceslimiting measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (18)

GOE statistics for Lévy matrices ⋮ Local semicircle law for Curie-Weiss type ensembles ⋮ Edge universality of correlated Gaussians ⋮ Universality of the least singular value for sparse random matrices ⋮ Isotropic self-consistent equations for mean-field random matrices ⋮ Local law and Tracy-Widom limit for sparse 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 ⋮ Random band and block matrices with correlated entries ⋮ Wavelet eigenvalue regression in high dimensions ⋮ Stability of the matrix Dyson equation and random matrices with correlations ⋮ Bulk universality for generalized Wigner matrices with few moments ⋮ Fixed energy universality of Dyson Brownian motion ⋮ RANDOM MATRICES WITH SLOW CORRELATION DECAY ⋮ Local spectral statistics of the addition of random matrices ⋮ Eigenvector statistics of Lévy matrices ⋮ Tail bounds for gaps between eigenvalues of sparse random matrices ⋮ Eigenvalues for the minors of Wigner matrices

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