Universality of local spectral statistics of random matrices

DOI10.1090/S0273-0979-2012-01372-1zbMath1263.15032arXiv1106.4986OpenAlexW2963649004WikidataQ95736506 ScholiaQ95736506MaRDI QIDQ4899972

Horng-Tzer Yau, László Erdős

Publication date: 10 January 2013

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4986

zbMATH Keywords

Hermitian matriceseigenvaluesrandom matrixWigner matricessine kernelTracy-Widom distributionlocal semicircle lawDyson Brownian motioninvariant ensembles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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