Wigner random matrices with non-symmetrically distributed entries

DOI10.1007/S10955-007-9340-YMaRDI QIDQ2473343zbMATH OpenOpenAlexFDO

Authors S. Péché, A. Soshnikov

Publication date 27 February 2008

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0702035

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We show that the spectral radius of an $NimesN$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $2\ast sigma+o(N^{-6/11+epsilon}),$ where $sigm{a}^2$ is the variance of the matrix entries and $epsilon$ is an arbitrary small positive number. Our bound improves the earlier results by Z.F"{u}redi and J.Koml'{o}s (1981), and the recent bound obtained by Van Vu (2005).

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Cites work

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Cited in

(27)

• Universality results for the largest eigenvalues of some sample covariance matrix ensembles
• On the lower bound of the spectral norm of symmetric random matrices with independent entries
• Distribution of subdominant eigenvalues of random matrices
• The dimension-free structure of nonhomogeneous random matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Random matrices have simple spectrum
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• Random characteristics for Wigner matrices
• The local relaxation flow approach to universality of the local statistics for random matrices
• A necessary and sufficient condition for edge universality of Wigner matrices
• Extremal eigenvalues and eigenvectors of deformed Wigner matrices
• The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
• Edge universality for deformed Wigner matrices
• Edge universality of beta ensembles
• Localization and delocalization for heavy tailed band matrices
• Universality of local spectral statistics of random matrices
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Random matrices: universality of local eigenvalue statistics
• Spectral norm of random matrices
• Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Rigidity of eigenvalues of generalized Wigner matrices
• Expander graphs are globally synchronizing
• Bulk universality for deformed Wigner matrices
• Poisson convergence for the largest eigenvalues of heavy tailed random matrices

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