The local relaxation flow approach to universality of the local statistics for random matrices

DOI10.1214/10-AIHP388zbMath1285.82029arXiv0911.3687MaRDI QIDQ2428944

László Erdős, Benjamin Schlein, Horng-Tzer Yau, Jun Yin

Publication date: 22 April 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.3687

zbMATH Keywords

random matrix; Wishart matrix; sample covariance matrix; Wigner-Dyson statistics

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics

15B52: Random matrices (algebraic aspects)