Universality at the edge of the spectrum in Wigner random matrices.

DOI10.1007/S002200050743zbMATH Open1062.82502arXivmath-ph/9907013OpenAlexW3103766153MaRDI QIDQ1586926FDOQ1586926

Authors: A. Soshnikov 

Publication date: 20 November 2000

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $no+infty$. 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.

Full work available at URL: https://arxiv.org/abs/math-ph/9907013

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

Mathematics Subject Classification ID

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)

Cited In (only showing first 100 items - show all)

• Local semicircle law at the spectral edge for Gaussian \(\beta \)-ensembles
• General tridiagonal random matrix models, limiting distributions and fluctuations
• On the distribution of the largest eigenvalue in principal components analysis
• 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)
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Random matrices: universality of local eigenvalue statistics
• On the concentration of eigenvalues of random symmetric matrices
• Concentration of norms and eigenvalues of random matrices
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction
• Some recent methods for establishing universality limits
• A necessary and sufficient condition for edge universality of Wigner matrices
• A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
• Universality of local spectral statistics of random matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• From Gumbel to Tracy-Widom
• Universality of random matrices and local relaxation flow
• Bulk universality for deformed Wigner matrices
• On universality of local edge regime for the deformed Gaussian unitary ensemble
• Edge universality of beta ensembles
• On superconvergence of sums of free random variables
• Bulk universality for Wigner matrices
• On eigenvalues of the sum of two random projections
• Bounds for the Stieltjes transform and the density of states of Wigner matrices
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• Small deviation estimates for the largest eigenvalue of Wigner matrices
• Random matrix theory in statistics: a review
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• Connect the dots: how many random points can a regular curve pass through?
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Sparse regular random graphs: spectral density and eigenvectors
• Local Marchenko-Pastur law at the hard edge of sample covariance matrices
• The Tracy-Widom law for some sparse random matrices
• Universality of Wigner Random Matrices
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Extreme eigenvalues of sparse, heavy tailed random matrices
• The spectral edge of some random band matrices
• Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
• The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
• Localization and delocalization for heavy tailed band matrices
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Estimation of spiked eigenvalues in spiked models
• Poisson convergence for the largest eigenvalues of heavy tailed random matrices
• On finite rank deformations of Wigner matrices. II: Delocalized perturbations
• Eigenvector distribution of Wigner matrices
• Large deviations of the extreme eigenvalues of random deformations of matrices
• The spectrum of heavy tailed random matrices
• Right tail asymptotic expansion of Tracy-Widom beta laws
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles
• On high moments of strongly diluted large Wigner random matrices
• A recursion formula for the moments of the Gaussian orthogonal 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
• Random matrix central limit theorems for nonintersecting random walks
• Angular synchronization by eigenvectors and semidefinite programming
• More limiting distributions for eigenvalues of Wigner matrices
• Numerical range for random matrices
• A generalization of Wigner's law
• Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Precise asymptotics for beta ensembles
• Edge fluctuations of eigenvalues of Wigner matrices
• Central limit theorems for eigenvalues of deformations of Wigner matrices
• Random matrices: universal properties of eigenvectors
• Eigenvalue variance bounds for Wigner and covariance random matrices
• The largest eigenvalue of rank one deformation of large Wigner matrices
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Rigidity of eigenvalues of generalized Wigner matrices
• A limit theorem at the spectral edge for corners of time-dependent Wigner matrices
• Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
• Random matrix theory over finite fields
• The eigenvector moment flow and local quantum unique ergodicity
• Painlevé equations -- nonlinear special functions.
• Quantum diffusion and delocalization for band matrices with general distribution
• Fixed energy universality for generalized Wigner matrices
• Product of random projections, Jacobi ensembles and universality problems arising from free probability
• A universality result for the smallest eigenvalues of certain sample covariance 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
• Spectral norm of random matrices
• Universality of Wigner random matrices: a survey of recent results
• Kerov's interlacing sequences and random matrices
• Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
• Spectral universality of real chiral random matrix ensembles
• Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
• Extreme gaps between eigenvalues of Wigner matrices
• Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble
• Bernoulli random matrices
• Comparison theorem for some extremal eigenvalue statistics
• Large deviation principles via spherical integrals
• Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• Aspects of large random Markov kernels
• Large gap asymptotics for Airy kernel determinants with discontinuities
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices

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)