Bulk universality and related properties of Hermitian matrix models

DOI10.1007/s10955-007-9434-6zbMath1136.15015arXiv0705.1050OpenAlexW3098569187MaRDI QIDQ2473363

Mariya Shcherbina, Leonid Pastur

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/0705.1050

zbMATH Keywords

universalitynonlinear integro-differential equationrandom matrix ensemblesdeterminant formulaHermitian matrix modelsprobability lawlocal eigenvalue statisticseigenvalue probability densitylimiting normalized counting measureorthogonal polynomial techniques

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

Edge universality for orthogonal ensembles of random matrices, Edge universality for non-Hermitian random matrices, Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law, Bulk universality for generalized Wigner matrices, The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles, Cusp universality for random matrices. I: Local law and the complex Hermitian case, The local relaxation flow approach to universality of the local statistics for random matrices, Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime, Universality for random matrix flows with time-dependent density, Transport maps for β-matrix models in the multi-cut regime, Universality of random matrices and local relaxation flow, Eigenvector distribution of Wigner matrices, The single ring theorem, A necessary and sufficient condition for edge universality of Wigner matrices, Orthogonal and symplectic matrix models: universality and other properties, Edge universality of beta ensembles, Universality of general \(\beta\)-ensembles, Painlevé kernels in Hermitian matrix models, Rigidity of eigenvalues of generalized Wigner matrices, Gap universality of generalized Wigner and \(\beta\)-ensembles, Universality of local spectral statistics of random matrices, Bulk universality for Wigner matrices, Change of variables as a method to study general β-models: Bulk universality, On universality of local edge regime for the deformed Gaussian unitary ensemble, Universality limits for generalized Jacobi measures, Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues, Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices, On universality for orthogonal ensembles of random matrices, On asymptotic behavior of multilinear eigenvalue statistics of random matrices, Fluctuations of matrix elements of regular functions of Gaussian random matrices, Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices, Central limit theorem for linear eigenvalue statistics of random matrices with independent entries, On connections between the theory of random operators and the theory of random matrices, On universality of bulk local regime of the Hermitian sample covariance matrices, Asymptotic behavior of the Verblunsky coefficients for the OPUC with a varying weight, Bulk universality of general β-ensembles with non-convex potential, Optimal local law and central limit theorem for \(\beta\)-ensembles

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• New results on the equilibrium measure for logarithmic potentials in the presence of an external field
• A note on the eigenvalue density of random matrices
• Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• Planar diagrams
• Universality of the correlations between eigenvalues of large random matrices.
• Statistical Theory of the Energy Levels of Complex Systems. I
• Universality of level correlation function of sparse random matrices
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• A Class of Matrix Ensembles