RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE (Q2893155): Difference between revisions

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+.4832
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+Spectral analysis of large dimensional random matrices
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+Increasing subsequences and the hard-to-soft edge transition in matrix ensembles
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+Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
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+Local semicircle law and complete delocalization for Wigner random matrices
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+A universality result for the smallest eigenvalues of certain sample covariance matrices
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Random matrices: The distribution of the smallest singular values
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