Universality at the edge of the spectrum in Wigner random matrices.
From MaRDI portal
Publication:1586926
DOI10.1007/s002200050743zbMath1062.82502arXivmath-ph/9907013OpenAlexW3103766153MaRDI QIDQ1586926
Publication date: 20 November 2000
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math-ph/9907013
Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) 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)
Related Items
Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries, Painlevé equations -- nonlinear special functions., Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices, On the deformed Pearcey determinant, Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction, Concentration of norms and eigenvalues of random matrices, From Gumbel to Tracy-Widom, Extreme gaps between eigenvalues of Wigner matrices, On the large deviations of traces of random matrices, Fluctuations of \(\beta\)-Jacobi product processes, Extremal eigenvalues and eigenvectors of deformed Wigner matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices, Extreme eigenvalues of sparse, heavy tailed random matrices, Local law and Tracy-Widom limit for sparse random matrices, Poisson-Dirichlet distribution for random Belyi surfaces, Bulk universality holds in measure for compactly supported measures, Stochastic Airy semigroup through tridiagonal matrices, Precise asymptotics for beta ensembles, Edge scaling limit of the spectral radius for random normal matrix ensembles at hard edge, Edge universality for non-Hermitian random matrices, Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law, Large gap asymptotics for Airy kernel determinants with discontinuities, Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs, Correlated random matrices: band rigidity and edge universality, Optimal lower bound on the least singular value of the shifted Ginibre ensemble, Angular synchronization by eigenvectors and semidefinite programming, Large deviations of the extreme eigenvalues of random deformations of matrices, Cusp universality for random matrices. I: Local law and the complex Hermitian case, Critical behavior of non-intersecting Brownian motions, The spectral edge of some random band matrices, Concentration of empirical distribution functions with applications to non-i.i.d. models, Local semicircle law at the spectral edge for Gaussian \(\beta \)-ensembles, The local relaxation flow approach to universality of the local statistics for random matrices, Universality for certain Hermitian Wigner matrices under weak moment conditions, Central limit theorems for eigenvalues of deformations of Wigner matrices, Quenched universality for deformed Wigner matrices, Airy point process via supersymmetric lifts, Some recent methods for establishing universality limits, Edge rigidity and universality of random regular graphs of intermediate degree, Small deviation estimates for the largest eigenvalue of Wigner matrices, Large deviation principles via spherical integrals, Universality of random matrices and local relaxation flow, Wavelet eigenvalue regression in high dimensions, Eigenvector distribution of Wigner matrices, Quantum diffusion and delocalization for band matrices with general distribution, Average density of states for Hermitian Wigner matrices, Random matrices: Universality of local eigenvalue statistics up to the edge, A necessary and sufficient condition for edge universality of Wigner matrices, Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices, Edge universality of beta ensembles, Random matrix theory in statistics: a review, Localization and delocalization for heavy tailed band matrices, Random matrix central limit theorems for nonintersecting random walks, On superconvergence of sums of free random variables, Random tensor theory: Extending random matrix theory to mixtures of random product states, Fluctuations of matrix entries of regular functions of Wigner matrices, Rigidity of eigenvalues of generalized Wigner matrices, Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas, Numerical range for random matrices, Second order asymptotics for matrix models, Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model, Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles, The eigenvector moment flow and local quantum unique ergodicity, The largest eigenvalue of rank one deformation of large Wigner matrices, Wigner random matrices with non-symmetrically distributed entries, Some open problems in random matrix theory and the theory of integrable systems. II, The spectrum of heavy tailed random matrices, Sparse regular random graphs: spectral density and eigenvectors, On eigenvalues of the sum of two random projections, Random matrix theory over finite fields, Random matrices: universality of local eigenvalue statistics, On universality of local edge regime for the deformed Gaussian unitary ensemble, Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues, Universality in the bulk holds close to given points, A universality result for the smallest eigenvalues of certain sample covariance matrices, Bulk universality for deformed Wigner matrices, A generalization of Wigner's law, Poisson convergence for the largest eigenvalues of heavy tailed random matrices, A recursion formula for the moments of the Gaussian orthogonal ensemble, Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles, Spherical spin glass model with external field, Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs, The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations, Bounds for the Stieltjes transform and the density of states of Wigner matrices, Universality results for the largest eigenvalues of some sample covariance matrix ensembles, General tridiagonal random matrix models, limiting distributions and fluctuations, Random matrix theory and its applications, Overlaps of a spherical spin glass model with microscopic external field, Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices, A spectral signature of breaking of ensemble equivalence for constrained random graphs, The Tracy-Widom law for some sparse random matrices, Eigenvalues for the minors of Wigner matrices, Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble, Edge distribution of thinned real eigenvalues in the real Ginibre ensemble, Singular value decomposition of large random matrices (for two-way classification of microarrays), On the distribution of the largest eigenvalue in principal components analysis, On the concentration of eigenvalues of random symmetric matrices, Product of random projections, Jacobi ensembles and universality problems arising from free probability, Poisson statistics and localization at the spectral edge of sparse Erdős-Rényi graphs, The largest eigenvalue of small rank perturbations of Hermitian random matrices, ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS, Edge universality for deformed Wigner matrices, A limit theorem for stochastically decaying partitions at the edge, On Christoffel Functions and Related Quantities for Compactly Supported Measures, Harold Widom’s work in random matrix theory, RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS, EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES, A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels, Bernoulli random matrices, Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\), More limiting distributions for eigenvalues of Wigner matrices, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, KPZ limit theorems, Extremal statistics of quadratic forms of GOE/GUE eigenvectors, Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices, Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition, Proof methods in random matrix theory, Finite rank perturbations of heavy-tailed Wigner matrices, Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited, Connect the dots: how many random points can a regular curve pass through?, Local Marchenko-Pastur law at the hard edge of sample covariance matrices, Universality of local spectral statistics of random matrices, Bulk universality for Wigner matrices, GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES, Spectral norm of random matrices, On the largest singular values of random matrices with independent Cauchy entries, ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS, Spectral universality of real chiral random matrix ensembles, Weingarten calculus via orthogonality relations: new applications, Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles, The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case, Spectral Properties of Wigner Matrices, Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices, Aspects of large random Markov kernels, Extreme value problems in random matrix theory and other disordered systems, Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble, THE SPECTRUM OF RANDOM INNER-PRODUCT KERNEL MATRICES, Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions, On High Moments of Strongly Diluted Large Wigner Random Matrices
