A necessary and sufficient condition for edge universality of Wigner matrices
From MaRDI portal
Publication:2443217
DOI10.1215/00127094-2414767zbMath1296.60007arXiv1206.2251OpenAlexW3100470063MaRDI QIDQ2443217
Publication date: 4 April 2014
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2251
Random matrices (probabilistic aspects) (60B20) Many-body theory; quantum Hall effect (81V70) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10) Random matrices (algebraic aspects) (15B52)
Related Items (52)
GOE statistics for Lévy matrices ⋮ Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction ⋮ Edge universality for deformed Wigner matrices ⋮ Extremal eigenvalues and eigenvectors of deformed Wigner matrices ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices ⋮ Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ Local law and Tracy-Widom limit for sparse random matrices ⋮ Local semicircle law under weak moment conditions ⋮ A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices ⋮ Correlated random matrices: band rigidity and edge universality ⋮ On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence ⋮ Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions ⋮ Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit ⋮ Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs ⋮ More limiting distributions for eigenvalues of Wigner matrices ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices ⋮ KPZ limit theorems ⋮ Rare events in random matrix theory ⋮ On optimal bounds in the local semicircle law under four moment condition ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices ⋮ Convergence of eigenvector empirical spectral distribution of sample covariance matrices ⋮ Finite rank perturbations of heavy-tailed Wigner matrices ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices ⋮ Large deviation principles via spherical integrals ⋮ Edge universality of beta ensembles ⋮ The outliers of a deformed Wigner matrix ⋮ Bulk universality for generalized Wigner matrices with few moments ⋮ Universality of covariance matrices ⋮ Partial linear eigenvalue statistics for Wigner and sample covariance random matrices ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ Adjusted chi-square test for degree-corrected block models ⋮ Edge universality of separable covariance matrices ⋮ A goodness-of-fit test for stochastic block models ⋮ Eigenvector statistics of Lévy matrices ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs ⋮ Universality of the least singular value for the sum of random matrices ⋮ Eigenvectors of random matrices: A survey ⋮ Bounds for the Stieltjes transform and the density of states of Wigner matrices ⋮ Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices ⋮ Local laws for non-Hermitian random matrices and their products ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices ⋮ Edge statistics of large dimensional deformed rectangular matrices ⋮ Eigenvalues for the minors of Wigner matrices ⋮ Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors ⋮ Local semicircle law under fourth moment condition ⋮ Universality for the largest eigenvalue of sample covariance matrices with general population ⋮ Poisson statistics and localization at the spectral edge of sparse Erdős-Rényi graphs
Cites Work
- Unnamed Item
- Limits of spiked random matrices. I
- Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
- A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
- A central limit theorem for the determinant of a Wigner matrix
- Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
- Random matrices: universality of local eigenvalue statistics
- Universality of random matrices and local relaxation flow
- Rigidity of eigenvalues of generalized Wigner matrices
- Edge universality of correlation matrices
- Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
- Local semicircle law and complete delocalization for Wigner random matrices
- Poisson convergence for the largest eigenvalues of heavy tailed random matrices
- Characteristic vectors of bordered matrices with infinite dimensions
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
- The spectrum of heavy tailed random matrices
- A universality result for the smallest eigenvalues of certain sample covariance matrices
- On the lower bound of the spectral norm of symmetric random matrices with independent entries
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- Level-spacing distributions and the Airy kernel
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
- Universality at the edge of the spectrum in Wigner random matrices.
- Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
- Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model
- On the distribution of the largest eigenvalue in principal components analysis
- On orthogonal and symplectic matrix ensembles
- Bulk universality for generalized Wigner matrices
- Eigenvector distribution of Wigner matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- The spectrum edge of random matrix ensembles.
- Shape fluctuations and random matrices
- Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
- Universality of covariance matrices
- Wigner random matrices with non-symmetrically distributed entries
- Bulk universality and related properties of Hermitian matrix models
- Correlations between eigenvalues of a random matrix
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES
- The Isotropic Semicircle Law and Deformation of Wigner Matrices
- On the top eigenvalue of heavy-tailed random matrices
- Statistical Theory of the Energy Levels of Complex Systems. I
- On the density of Eigenvalues of a random matrix
- On the statistical properties of the level-spacings in nuclear spectra
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality of local spectral statistics of random matrices
- High moments of large Wigner random matrices and asymptotic properties of the spectral norm
- 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
This page was built for publication: A necessary and sufficient condition for edge universality of Wigner matrices