EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES

DOI10.1142/S2010326312500074zbMath1252.60011arXiv1203.1597OpenAlexW2013973076MaRDI QIDQ2920378

Sandrine Dallaporta

Publication date: 16 October 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1597

zbMATH Keywords

random matriceslocalizationWasserstein distancevariance boundseigenvalue counting functionfour moment theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Related Items

High temperature asymptotics of orthogonal mean-field spin glasses, The Wasserstein distance to the circular law, Central limit theorem for partial linear eigenvalue statistics of Wigner matrices, Random matrices with prescribed eigenvalues and expectation values for random quantum states, Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case, A rate of convergence for the circular law for the complex Ginibre ensemble, A sharp rate of convergence for the empirical spectral measure of a random unitary matrix, One-dimensional empirical measures, order statistics, and Kantorovich transport distances

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