Universality at the edge of the spectrum in Wigner random matrices.
From MaRDI portal
(Redirected from Publication:1586926)
Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Probability theory on algebraic and topological structures (60B99) Limit theorems in probability theory (60F99) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
Abstract: We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit . As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (resp. real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases.
Recommendations
- Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
- Edge universality for deformed Wigner matrices
- Universality of Wigner Random Matrices
- Universality of local spectral statistics of random matrices
- Universality of Wigner random matrices: a survey of recent results
Cited in
(only showing first 100 items - show all)- Optimal lower bound on the least singular value of the shifted Ginibre ensemble
- The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
- The local relaxation flow approach to universality of the local statistics for random matrices
- Angular synchronization by eigenvectors and semidefinite programming
- Random matrix central limit theorems for nonintersecting random walks
- Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
- Numerical range for random matrices
- A generalization of Wigner's law
- Average density of states for Hermitian Wigner matrices
- More limiting distributions for eigenvalues of Wigner matrices
- A limit theorem for stochastically decaying partitions at the edge
- Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas
- Precise asymptotics for beta ensembles
- Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
- Extremal eigenvalues and eigenvectors of deformed Wigner matrices
- Edge fluctuations of eigenvalues of Wigner matrices
- On the largest singular values of random matrices with independent Cauchy entries
- Central limit theorems for eigenvalues of deformations of Wigner matrices
- Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model
- On the large deviations of traces of random matrices
- Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
- Random matrices: universal properties of eigenvectors
- The largest eigenvalue of rank one deformation of large Wigner matrices
- Eigenvalue variance bounds for Wigner and covariance random matrices
- Overlaps of a spherical spin glass model with microscopic external field
- Rigidity of eigenvalues of generalized Wigner matrices
- Tracy-Widom limit for free sum of random matrices
- A limit theorem at the spectral edge for corners of time-dependent Wigner matrices
- Airy point process via supersymmetric lifts
- Wavelet eigenvalue regression in high dimensions
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
- A spectral signature of breaking of ensemble equivalence for constrained random graphs
- Eigenvalues for the minors of Wigner matrices
- Random matrix theory over finite fields
- The eigenvector moment flow and local quantum unique ergodicity
- Stochastic Airy semigroup through tridiagonal matrices
- Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
- Quantum diffusion and delocalization for band matrices with general distribution
- Painlevé equations -- nonlinear special functions.
- Critical behavior of non-intersecting Brownian motions
- A universality result for the smallest eigenvalues of certain sample covariance matrices
- Poisson-Dirichlet distribution for random Belyi surfaces
- Fixed energy universality for generalized Wigner matrices
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Correlated random matrices: band rigidity and edge universality
- Extreme value problems in random matrix theory and other disordered systems
- On Christoffel functions and related quantities for compactly supported measures
- Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
- Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
- Some open problems in random matrix theory and the theory of integrable systems. II
- Local law and Tracy-Widom limit for sparse random matrices
- Second order asymptotics for matrix models
- Poisson statistics and localization at the spectral edge of sparse Erdős-Rényi graphs
- Asymptotics of characteristic polynomials of Wigner matrices at the edge of the spectrum
- Wigner random matrices with non-symmetrically distributed entries
- Random tensor theory: Extending random matrix theory to mixtures of random product states
- Quenched universality for deformed Wigner matrices
- KPZ limit theorems
- On correlation function of high moments of large Wigner random matrices
- Spectral norm of random matrices
- Local semicircle law at the spectral edge for Gaussian -ensembles
- Universality of Wigner random matrices: a survey of recent results
- Extremal statistics of quadratic forms of GOE/GUE eigenvectors
- General tridiagonal random matrix models, limiting distributions and fluctuations
- Kerov's interlacing sequences and random matrices
- Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
- On the deformed Pearcey determinant
- On the distribution of the largest eigenvalue in principal components analysis
- Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
- Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
- Universality in the bulk holds close to given points
- Bulk universality holds in measure for compactly supported measures
- Singular value decomposition of large random matrices (for two-way classification of microarrays)
- Spectral universality of real chiral random matrix ensembles
- Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
- Random matrices: universality of local eigenvalue statistics
- Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
- On the concentration of eigenvalues of random symmetric matrices
- Extreme gaps between eigenvalues of Wigner matrices
- Concentration of norms and eigenvalues of random matrices
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- Some recent methods for establishing universality limits
- A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
- Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction
- Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices
- Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble
- A necessary and sufficient condition for edge universality of Wigner matrices
- The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
- Universality of local spectral statistics of random matrices
- Harold Widom's work in random matrix theory
- Universality of random matrices and local relaxation flow
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
- Comparison theorem for some extremal eigenvalue statistics
- From Gumbel to Tracy-Widom
- Bulk universality for deformed Wigner matrices
- Large random matrices and universality theorems (after Erdős, Schlein, Tao, Vu and Yau)
- Bernoulli random matrices
- Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs
- Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
- Large deviation principles via spherical integrals
This page was built for publication: Universality at the edge of the spectrum in Wigner random matrices.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1586926)
