Beyond universality in random matrix theory
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Abstract: In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives valuable information about the smallest singular value not seen in universality laws. In particular, we show the dependence on the fourth moment (or the kurtosis) of the entries. This work makes use of the so-called complex Gaussian divisible ensembles for both Wigner and sample covariance matrices.
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Cites work
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Cited in
(30)- Universality of correlation functions of Hermitian random matrices in an external field
- Breakdown of universality in random matrix models
- Universality for a class of random band matrices
- Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles
- Universality in random moment problems
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