Wigner random matrices with non-symmetrically distributed entries

DOI10.1007/S10955-007-9340-YzbMath1139.82019arXivmath/0702035OpenAlexW1990817286MaRDI QIDQ2473343

Sandrine Péché, Alexander B. Soshnikov

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702035

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

Related Items (21)

The dimension-free structure of nonhomogeneous random matrices ⋮ Edge universality for deformed Wigner matrices ⋮ Extremal eigenvalues and eigenvectors of deformed Wigner matrices ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Local law and Tracy-Widom limit for sparse random matrices ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ The local relaxation flow approach to universality of the local statistics for random matrices ⋮ Random matrices: Universality of local eigenvalue statistics up to the edge ⋮ A necessary and sufficient condition for edge universality of Wigner matrices ⋮ Edge universality of beta ensembles ⋮ Localization and delocalization for heavy tailed band matrices ⋮ Fluctuations of matrix entries of regular functions of Wigner matrices ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Universality of local spectral statistics of random matrices ⋮ GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES ⋮ Random matrices: universality of local eigenvalue statistics ⋮ Bulk universality for deformed Wigner matrices ⋮ Poisson convergence for the largest eigenvalues of heavy tailed random matrices ⋮ The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case ⋮ Universality results for the largest eigenvalues of some sample covariance matrix ensembles ⋮ Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices

Cites Work

• Characteristic vectors of bordered matrices with infinite dimensions
• On the distribution of the roots of certain symmetric matrices
• The eigenvalues of random symmetric matrices
• A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
• A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
• Concentration of the spectral measure for large matrices
• Universality at the edge of the spectrum in Wigner random matrices.
• Approximating the independence number and the chromatic number in expected polynomial time
• On the concentration of eigenvalues of random symmetric matrices
• On orthogonal and symplectic matrix ensembles
• On the asymptotic distribution of the eigenvalues of random matrices
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Spectral norm of random matrices
• Unnamed Item

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