Beyond universality in random matrix theory
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Publication:303965
DOI10.1214/15-AAP1129zbMATH Open1408.60007arXiv1405.7590MaRDI QIDQ303965FDOQ303965
Alice Guionnet, S. Péché, Alan Edelman
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives valuable information about the smallest singular value not seen in universality laws. In particular, we show the dependence on the fourth moment (or the kurtosis) of the entries. This work makes use of the so-called complex Gaussian divisible ensembles for both Wigner and sample covariance matrices.
Full work available at URL: https://arxiv.org/abs/1405.7590
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Cited In (26)
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