Universality in the bulk of the spectrum for complex sample covariance matrices
From MaRDI portal
Publication:2428946
DOI10.1214/11-AIHP442zbMath1238.60010arXiv0912.2493MaRDI QIDQ2428946
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/0912.2493
60B20: Random matrices (probabilistic aspects)
60B10: Convergence of probability measures
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
Related Items
Local eigenvalue density for general MANOVA matrices, On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices, Universality of covariance matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random covariance matrices: universality of local statistics of eigenvalues
- Random matrices: universality of local eigenvalue statistics
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
- Local semicircle law and complete delocalization for Wigner random matrices
- Remarks on the convergence rate of the spectral distributions of Wigner matrices
- Concentration of the spectral measure for large matrices
- Correlations of nearby levels induced by a random potential
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
- Bulk universality for Wigner Hermite matrices with subexponential decay
- Bulk universality for Wigner matrices
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Wegner Estimate and Level Repulsion for Wigner Random Matrices
- Universality of local eigenvalue statistics for some sample covariance matrices
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
