Universality for random matrix flows with time-dependent density
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Publication:1700384
DOI10.1214/16-AIHP765zbMATH Open1387.60011arXiv1504.00650OpenAlexW2964161848MaRDI QIDQ1700384FDOQ1700384
Publication date: 5 March 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from the Wigner semicircle law.
Full work available at URL: https://arxiv.org/abs/1504.00650
Random matrices (probabilistic aspects) (60B20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cited In (27)
- RANDOM MATRICES WITH SLOW CORRELATION DECAY
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