Universality of local spectral statistics of random matrices
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Publication:4899972
DOI10.1090/S0273-0979-2012-01372-1zbMath1263.15032arXiv1106.4986WikidataQ95736506 ScholiaQ95736506MaRDI QIDQ4899972
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
Hermitian matrices; eigenvalues; random matrix; Wigner matrices; sine kernel; Tracy-Widom distribution; local semicircle law; Dyson Brownian motion; invariant ensembles
60F05: Central limit and other weak theorems
60B20: Random matrices (probabilistic aspects)
60J65: Brownian motion
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
15A18: Eigenvalues, singular values, and eigenvectors
15B52: Random matrices (algebraic aspects)
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