Stability of the matrix Dyson equation and random matrices with correlations
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Publication:1729697
DOI10.1007/S00440-018-0835-ZzbMATH Open1448.60015arXiv1604.08188OpenAlexW3100713965MaRDI QIDQ1729697FDOQ1729697
Authors: László Erdős, Torben Krüger, Oskari Heikki Ajanki 
Publication date: 28 February 2019
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay but are otherwise of general form. The key novelty is the detailed stability analysis of the corresponding matrix valued Dyson equation whose solution is the deterministic limit of the resolvent.
Full work available at URL: https://arxiv.org/abs/1604.08188
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Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Nonlinear functional analysis (46T99)
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