On universality of bulk local regime of the Hermitian sample covariance matrices

DOI10.1063/1.3498377zbMath1314.62160OpenAlexW2041546229MaRDI QIDQ5253984

Tatyana Shcherbina

Publication date: 5 June 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3498377

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Universality of local eigenvalue statistics for some sample covariance matrices
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices

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