Anisotropic local laws for random matrices

DOI10.1007/s00440-016-0730-4zbMath1382.15051arXiv1410.3516OpenAlexW1576778649MaRDI QIDQ682801

Jun Yin, Antti Knowles

Publication date: 5 February 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3516

zbMATH Keywords

eigenvaluesphase transitionsrandom matrixWigner matriceslocal lawsample covariance matricesTracy-Widom-Airy statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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