Random matrices: universality of local eigenvalue statistics (Q536618)
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| English | Random matrices: universality of local eigenvalue statistics |
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Random matrices: universality of local eigenvalue statistics (English)
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19 May 2011
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The authors consider the universality of the local eigenvalue statistics of random matrices. The main result is Theorem 15, called the Four moment theorem. It shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence they derive the universality of the eigenvalue gap distribution and \(k\)-point correlation, and many other statistics for both Wigner Hermitian matrices and Wigner real symmetric matrices. Especially they give higher-order Hadamard variation formulae.
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Wigner Hermitian matrix
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frequent events
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Wigner semi-circular law
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Dyson sine kernel
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Johansson matrices
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Lindenberg strategy
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four moment theorem
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minimax characterization of the eigenvalues
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Hadamard first variation formula
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empirical spectral distribution
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Stieltjes transform
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local eigenvalue statistics
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random matrices
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