The Isotropic Semicircle Law and Deformation of Wigner Matrices

From MaRDI portal
Publication:2856961

DOI10.1002/cpa.21450zbMath1290.60004arXiv1110.6449OpenAlexW2149903352MaRDI QIDQ2856961

Antti Knowles, Jun Yin

Publication date: 31 October 2013

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.6449



Related Items

Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes, Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction, Statistical inference for principal components of spiked covariance matrices, Rank-uniform local law for Wigner matrices, Fluctuations at the edges of the spectrum of the full rank deformed GUE, Outliers in the single ring theorem, Normal fluctuation in quantum ergodicity for Wigner matrices, Noise sensitivity for the top eigenvector of a sparse random matrix, Local elliptic law, On the principal components of sample covariance matrices, Isotropic self-consistent equations for mean-field random matrices, A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices, Estimation of low-rank matrices via approximate message passing, Singular vector and singular subspace distribution for the matrix denoising model, Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices, Mesoscopic perturbations of large random matrices, Eigenvalues outside the bulk of inhomogeneous Erdős-Rényi random graphs, Outliers in the spectrum for products of independent random matrices, Correction to: ``Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction, Outliers in spectrum of sparse Wigner matrices, Gaussian fluctuations in the equipartition principle for Wigner matrices, Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations, Functional central limit theorems for Wigner matrices, Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time, Dynamics of a rank-one perturbation of a Hermitian matrix, Complex outliers of Hermitian random matrices, Extremal statistics of quadratic forms of GOE/GUE eigenvectors, Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices, Edge statistics for Lozenge tilings of polygons. I: Concentration of height function on strip domains, Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition, Convergence of eigenvector empirical spectral distribution of sample covariance matrices, Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices, Randomly coupled differential equations with elliptic correlations, On the spectral form factor for random matrices, Spiked multiplicative random matrices and principal components, Delocalization of eigenvectors of random matrices with independent entries, Quantitative CLT for linear eigenvalue statistics of Wigner matrices, Universality for random matrix flows with time-dependent density, A necessary and sufficient condition for edge universality of Wigner matrices, The outliers of a deformed Wigner matrix, Random matrix theory in statistics: a review, Universality of covariance matrices, Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case, On estimation in the reduced-rank regression with a large number of responses and predictors, Applications of mesoscopic CLTs in random matrix theory, Eigenstate thermalization hypothesis for Wigner matrices, The eigenvector moment flow and local quantum unique ergodicity, Anisotropic local laws for random matrices, Submatrix localization via message passing, Universality for a global property of the eigenvectors of Wigner matrices, Ferromagnetic to paramagnetic transition in spherical spin glass, Edge universality of correlation matrices, High dimensional deformed rectangular matrices with applications in matrix denoising, Edge universality of separable covariance matrices, Spiked separable covariance matrices and principal components, Universality of approximate message passing algorithms, On the spectrum of random anti-symmetric and tournament matrices, Outlier Eigenvalues for Deformed I.I.D. Random Matrices, Random band matrices in the delocalized phase. II: Generalized resolvent estimates, Optimal delocalization for generalized Wigner matrices, Eigenvector distribution in the critical regime of BBP transition, Thermalisation for Wigner matrices, Edge statistics of large dimensional deformed rectangular matrices, Optimal multi-resolvent local laws for Wigner matrices, Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors, Spiked sample covariance matrices with possibly multiple bulk components, A Unifying Tutorial on Approximate Message Passing, On Cramér-von Mises statistic for the spectral distribution of random matrices, Subordination for the sum of two random matrices, Random perturbations of matrix polynomials, Fluctuations in local quantum unique ergodicity for generalized Wigner matrices



Cites Work