Random matrices: universality of local eigenvalue statistics

DOI10.1007/s11511-011-0061-3zbMath1217.15043arXiv0906.0510MaRDI QIDQ536618

Van H. Vu, Terence C. Tao

Publication date: 19 May 2011

Published in: Acta Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.0510

zbMATH Keywords

Stieltjes transform; random matrices; empirical spectral distribution; four moment theorem; Dyson sine kernel; frequent events; Hadamard first variation formula; Johansson matrices; Lindenberg strategy; local eigenvalue statistics; minimax characterization of the eigenvalues; Wigner Hermitian matrix; Wigner semi-circular law

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60B20: Random matrices (probabilistic aspects)

60E05: Probability distributions: general theory

15A18: Eigenvalues, singular values, and eigenvectors

62L20: Stochastic approximation

15B52: Random matrices (algebraic aspects)

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Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles, Quantum diffusion and eigenfunction delocalization in a random band matrix model, Concentration of empirical distribution functions with applications to non-i.i.d. models, Gaussian fluctuations of eigenvalues in Wigner random matrices

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