A short introduction to operator limits of random matrices

MaRDI QIDQ5217142zbMATH OpenFDO

Authors Diane Holcomb, Balint Virag

Publication date 21 February 2020

zbMATH Keywords

local convergencetail asymptoticslarge random matricesBBP phase transitiontop eigenvalueWigner semicircle law\(\beta\)-ensemblessoft-edge processTW\(_\beta\) distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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Cited in

(2)

• The semicircle law and beyond: the shape of spectra of Wigner matrices
• Operator limits of random matrices

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