Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries

DOI10.1007/s00220-005-1386-6zbMath1130.82313OpenAlexW2040239532MaRDI QIDQ818623

Anastasia A. Ruzmaikina

Publication date: 21 March 2006

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

Full work available at URL: https://doi.org/10.1007/s00220-005-1386-6

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items (17)

Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries ⋮ More limiting distributions for eigenvalues of Wigner matrices ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ The local relaxation flow approach to universality of the local statistics for random matrices ⋮ Universality for certain Hermitian Wigner matrices under weak moment conditions ⋮ Central limit theorems for eigenvalues of deformations of Wigner matrices ⋮ Random matrices: Universality of local eigenvalue statistics up to the edge ⋮ A necessary and sufficient condition for edge universality of Wigner matrices ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Characteristic polynomials of sample covariance matrices ⋮ Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues ⋮ A universality result for the smallest eigenvalues of certain sample covariance matrices ⋮ Poisson convergence for the largest eigenvalues of heavy tailed random matrices ⋮ A recursion formula for the moments of the Gaussian orthogonal ensemble ⋮ The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations ⋮ Universality results for the largest eigenvalues of some sample covariance matrix ensembles ⋮ The Tracy-Widom law for some sparse random matrices

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