Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
From MaRDI portal
Publication:5940484
DOI10.1007/s002200000328zbMath0978.15020arXivmath-ph/0006020OpenAlexW1968062933MaRDI QIDQ5940484
Publication date: 9 August 2001
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/0006020
Brownian motionGaussian unitary ensembleeigenvalues of random matrixHermitian Wigner matrixlocal spacing distribution
Brownian motion (60J65) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items (only showing first 100 items - show all)
Spectrum of random d‐regular graphs up to the edge ⋮ On the gap probability of the tacnode process ⋮ Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case ⋮ GOE statistics for Lévy matrices ⋮ Bulk universality for random lozenge tilings near straight boundaries and for tensor products ⋮ A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes ⋮ Dynamical universality for random matrices ⋮ Fluctuations at the edges of the spectrum of the full rank deformed GUE ⋮ From Gumbel to Tracy-Widom ⋮ Beyond universality in random matrix theory ⋮ Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram ⋮ Correlation kernels for sums and products of random matrices ⋮ Determinantal processes with number variance saturation ⋮ Universal edge fluctuations of discrete interlaced particle systems ⋮ Universality of local eigenvalue statistics in random matrices with external source ⋮ Propagation of singular behavior for Gaussian perturbations of random matrices ⋮ Edge universality for non-Hermitian random matrices ⋮ Chern-Simons theory, 2d Yang-Mills, and Lie algebra wanderers ⋮ The asymptotic distribution of a single eigenvalue gap of a Wigner matrix ⋮ On a distinguished family of random variables and Painlevé equations ⋮ Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble ⋮ Bulk universality for generalized Wigner matrices ⋮ A PDE for non-intersecting Brownian motions and applications ⋮ Gelfand-Tsetlin polytopes and random contractions away from the limiting shape ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Local Kesten-McKay law for random regular graphs ⋮ Cusp universality for random matrices. I: Local law and the complex Hermitian case ⋮ Critical behavior of non-intersecting Brownian motions ⋮ Universality properties of Gelfand-Tsetlin patterns ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Non-intersecting Brownian motions leaving from and going to several points ⋮ The local relaxation flow approach to universality of the local statistics for random matrices ⋮ Universality for certain Hermitian Wigner matrices under weak moment conditions ⋮ Universality in the bulk of the spectrum for complex sample covariance matrices ⋮ Quenched universality for deformed Wigner matrices ⋮ Airy point process via supersymmetric lifts ⋮ Universality for random matrix flows with time-dependent density ⋮ Random covariance matrices: universality of local statistics of eigenvalues ⋮ Continuity and strict positivity of the multi-layer extension of the stochastic heat equation ⋮ Non-colliding Brownian motions and the extended tacnode process ⋮ Edge rigidity and universality of random regular graphs of intermediate degree ⋮ Universality of random matrices and local relaxation flow ⋮ Eigenvector distribution of Wigner matrices ⋮ Stein's method in high dimensions with applications ⋮ Discrete polynuclear growth and determinantal processes ⋮ Average density of states for Hermitian Wigner matrices ⋮ Random matrices: Universality of local eigenvalue statistics up to the edge ⋮ A necessary and sufficient condition for edge universality of Wigner matrices ⋮ Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices ⋮ Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices ⋮ Random matrix theory in statistics: a review ⋮ Stability of the matrix Dyson equation and random matrices with correlations ⋮ Bulk universality for generalized Wigner matrices with few moments ⋮ Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble ⋮ Fixed energy universality of Dyson Brownian motion ⋮ Random matrix central limit theorems for nonintersecting random walks ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Gap universality of generalized Wigner and \(\beta\)-ensembles ⋮ Universality of local spectral statistics of random matrices ⋮ Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series ⋮ On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion ⋮ Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles ⋮ Bulk universality for Wigner matrices ⋮ Some open problems in random matrix theory and the theory of integrable systems. II ⋮ Local deformed semicircle law and complete delocalization for Wigner matrices with random potential ⋮ On the largest singular values of random matrices with independent Cauchy entries ⋮ On eigenvalues of the sum of two random projections ⋮ Airy processes with wanderers and new universality classes ⋮ Random matrices: universality of local eigenvalue statistics ⋮ Janossy densities of coupled random matrices ⋮ On universality of local edge regime for the deformed Gaussian unitary ensemble ⋮ Non-white Wishart ensembles ⋮ Universality for the Pearcey process ⋮ Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices ⋮ Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues ⋮ Random matrices: The distribution of the smallest singular values ⋮ Phase transitions for products of characteristic polynomials under Dyson Brownian motion ⋮ Dyson's nonintersecting Brownian motions with a few outliers ⋮ Universality of local statistics for noncolliding random walks ⋮ Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices ⋮ Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles ⋮ Moment matrices and multi-component KP, with applications to random matrix theory ⋮ Local semicircle law and complete delocalization for Wigner random matrices ⋮ Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles ⋮ Eigenvector statistics of Lévy matrices ⋮ Limit correlation functions for fixed trace random matrix ensembles ⋮ Spectral Properties of Wigner Matrices ⋮ Bounds for the Stieltjes transform and the density of states of Wigner matrices ⋮ Fixed Energy Universality for Generalized Wigner Matrices ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Eigenvalues for the minors of Wigner matrices ⋮ Incomplete determinantal processes: from random matrix to Poisson statistics ⋮ On connections between the theory of random operators and the theory of random matrices ⋮ RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES ⋮ Noncolliding Macdonald walks with an absorbing wall ⋮ Integral representations for multiple Hermite and multiple Laguerre polynomials. ⋮ On universality of bulk local regime of the Hermitian sample covariance matrices ⋮ Product of random projections, Jacobi ensembles and universality problems arising from free probability ⋮ Determinantal martingales and correlations of noncolliding random walks
This page was built for publication: Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
