Universality in several-matrix models via approximate transport maps

DOI10.1007/S11511-016-0142-4zbMath1402.60009arXiv1407.2759OpenAlexW2278872365WikidataQ55981917 ScholiaQ55981917MaRDI QIDQ518167

Alessio Figalli, Alice Guionnet

Publication date: 28 March 2017

Published in: Acta Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.2759

zbMATH Keywords

universalityGaussian unitary ensembleTracy-Widom distributionWigner matrixGaussian orthogonal ensemblenon-commutative distributionapproximate transport mapsine-kernel distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Variational problems in a geometric measure-theoretic setting (49Q20) Random matrices (algebraic aspects) (15B52)

Related Items (14)

Extreme gaps between eigenvalues of Wigner matrices ⋮ A transportation approach to universality in random matrix theory ⋮ Edge statistics for a class of repulsive particle systems ⋮ Rare events in random matrix theory ⋮ An optimal transport formulation of the Einstein equations of general relativity ⋮ Transport maps for β-matrix models in the multi-cut regime ⋮ Asymptotic expansion of smooth functions in polynomials in deterministic matrices and iid GUE matrices ⋮ Comparison theorem for some extremal eigenvalue statistics ⋮ Stability of the matrix Dyson equation and random matrices with correlations ⋮ Small gaps of GOE ⋮ Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices ⋮ Small gaps of circular \(\beta \)-ensemble ⋮ Tail bounds for gaps between eigenvalues of sparse random matrices ⋮ Transport maps for \(\beta\)-matrix models and universality

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