A short introduction to operator limits of random matrices

zbMATH Open1494.60010MaRDI QIDQ5217142FDOQ5217142

Authors: Diane Holcomb, Balint Virag 

Publication date: 21 February 2020

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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)

Cited In (2)

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

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