Comparison theorem for some extremal eigenvalue statistics

DOI10.1214/20-AOP1439zbMath1464.60007arXiv1812.10022OpenAlexW3094580508MaRDI QIDQ2212612

Benjamin Landon, Jake Marcinek, Patrick Lopatto

Publication date: 24 November 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.10022

zbMATH Keywords

eigenvaluesuniversalityrandom matrix theoryextreme value theoryDyson Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items

Extreme gaps between eigenvalues of Wigner matrices ⋮ Small gaps of GOE ⋮ Small gaps of circular \(\beta \)-ensemble ⋮ Optimal delocalization for generalized Wigner matrices ⋮ Tail bounds for gaps between eigenvalues of sparse random matrices

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