Stability of the matrix Dyson equation and random matrices with correlations (Q1729697)
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scientific article
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| English | Stability of the matrix Dyson equation and random matrices with correlations |
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Stability of the matrix Dyson equation and random matrices with correlations (English)
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28 February 2019
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In this paper, real symmetric or complex hermitian random matrices with correlated entries are considered. The stability of the matrix Dyson equation (MDE) and its application to random matrices with correlated entries is presented. It is found the local law for random matrices with correlations. Finally, the local law to establish the rigidity of eigenvalues and bulk universality is applied.
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random matrices
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matrix Dyson equation
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local law
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eigenvalues
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bulk universality
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