Random matrices: localization of the eigenvalues and the necessity of four moments

zbMath1247.15035arXiv1005.2901MaRDI QIDQ651861

Van H. Vu, Terence C. Tao

Publication date: 19 December 2011

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

Full work available at URL: https://arxiv.org/abs/1005.2901

zbMATH Keywords

rate of convergenceeigenvaluesrandom matriceslocalizationfour moment theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (7)

Beyond universality in random matrix theory ⋮ Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices ⋮ Single eigenvalue fluctuations of general Wigner-type matrices ⋮ Bulk universality for generalized Wigner matrices with few moments ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Applications of mesoscopic CLTs in random matrix theory ⋮ Invertibility of symmetric random matrices

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