A short introduction to operator limits of random matrices

MaRDI QIDQ5217142zbMATH OpenFDO

Authors Diane Holcomb, Balint Virag

Publication date 21 February 2020

zbMATH Keywords

\(\beta\)-ensemblesBBP phase transitionlarge random matriceslocal convergencesoft-edge processtail asymptoticstop eigenvalueTW\(_\beta\) distributionWigner semicircle law

Mathematics Subject Classification ID

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

Recommendations

• Operator limits of random matrices
• The semicircle law and beyond: the shape of spectra of Wigner matrices
• scientific article; zbMATH DE number 6026126
• Limit theorems for random matrices
• An introduction to random matrices

Cited in

(3)

• Operator limits of random matrices
• The semicircle law and beyond: the shape of spectra of Wigner matrices
• A Gaussian integral formula for the Hermite polynomials: combinatorics, asymptotics and applications

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