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

DOI10.1214/10-AIHP388zbMath1285.82029arXiv0911.3687OpenAlexW2035213409MaRDI QIDQ2428944

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

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 matrixWishart matrixsample covariance matrixWigner-Dyson statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)

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