Random matrices: universality of local eigenvalue statistics

DOI10.1007/s11511-011-0061-3zbMath1217.15043arXiv0906.0510OpenAlexW1998731194WikidataQ95736131 ScholiaQ95736131MaRDI 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

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic approximation (62L20) Random matrices (algebraic aspects) (15B52)

Related Items

Fluctuations in the spectrum of non-Hermitian i.i.d. matrices, Coulomb and Riesz gases: The known and the unknown, Delocalization at small energy for heavy-tailed random matrices, Rank-uniform local law for Wigner matrices, Sparse random block matrices, On minimal singular values of random matrices with correlated entries, The local semicircle law for random matrices with a fourfold symmetry, Edge universality for deformed Wigner matrices, Edge universality of correlated Gaussians, A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS, Random weighted projections, random quadratic forms and random eigenvectors, Bulk universality of sparse random matrices, Random quantum graphs, EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES, Universality of local eigenvalue statistics in random matrices with external source, A transportation approach to universality in random matrix theory, Edge universality for non-Hermitian random matrices, Convergence of local statistics of Dyson Brownian motion, Fermionic eigenvector moment flow, Concentration of distances in Wigner matrices, Lyapunov exponent, universality and phase transition for products of random matrices, Asymptotic normality in Banach spaces via Lindeberg method, Quantum algorithm for estimating largest eigenvalues, Local law and rigidity for unitary Brownian motion, Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory, Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\), Estimating distance between an eigenvalue of a signed graph and the spectrum of an induced subgraph, Local Kesten-McKay law for random regular graphs, On the Process of the Eigenvalues of a Hermitian Lévy process, More limiting distributions for eigenvalues of Wigner matrices, A probability approximation framework: Markov process approach, Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices, Rare events in random matrix theory, Operator-valued matrices with free or exchangeable entries, Level Statistics and Localization Transitions of Lévy Matrices, The local relaxation flow approach to universality of the local statistics for random matrices, Universality for certain Hermitian Wigner matrices under weak moment conditions, Universality in the bulk of the spectrum for complex sample covariance matrices, Quenched universality for deformed Wigner matrices, Airy point process via supersymmetric lifts, Unnamed Item, Eigenvector delocalization for non‐Hermitian random matrices and applications, Random matrices: law of the determinant, A necessary and sufficient condition for edge universality of Wigner matrices, Estimation and inference for precision matrices of nonstationary time series, Random doubly stochastic matrices: the circular law, Accurate and efficient evaluation of failure probability for partial different equations with random input data, On the second mixed moment of the characteristic polynomials of 1D band matrices, Sparse general Wigner-type matrices: Local law and eigenvector delocalization, Random matrix theory in statistics: a review, Universality of covariance matrices, RANDOM MATRICES WITH SLOW CORRELATION DECAY, Local Marchenko-Pastur law at the hard edge of sample covariance matrices, Universality of local spectral statistics of random matrices, Invertibility of random matrices: Unitary and orthogonal perturbations, Sparse random graphs: Eigenvalues and eigenvectors, Applications of mesoscopic CLTs in random matrix theory, Bulk eigenvalue fluctuations of sparse random matrices, The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications, A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES, Invertibility of symmetric random matrices, Local deformed semicircle law and complete delocalization for Wigner matrices with random potential, Central limit theorems for linear statistics of heavy tailed random matrices, Universality for a global property of the eigenvectors of Wigner matrices, Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials, Local spectral statistics of the addition of random matrices, Gaussian fluctuations of the determinant of Wigner matrices, Higher-Dimensional Coulomb Gases and Renormalized Energy Functionals, Edge universality of separable covariance matrices, Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices, The Marčenko-Pastur law for sparse random bipartite biregular graphs, Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles, Universality of the local regime for the block band matrices with a finite number of blocks, The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case, Products of independent elliptic random matrices, Spectral Properties of Wigner Matrices, Random stochastic matrices from classical compact Lie groups and symmetric spaces, Gaussian fluctuations of eigenvalues of random Hermitian matrices associated with fixed and varying weights, Braess's paradox for the spectral gap in random graphs and delocalization of eigenvectors, Fixed Energy Universality for Generalized Wigner Matrices, Approximation to stable law by the Lindeberg principle, Fixed trace β-Hermite ensembles: Asymptotic eigenvalue density and the edge of the density, Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles, On connections between the theory of random operators and the theory of random matrices, THE SPECTRUM OF RANDOM KERNEL MATRICES: UNIVERSALITY RESULTS FOR ROUGH AND VARYING KERNELS, RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES, The Isotropic Semicircle Law and Deformation of Wigner Matrices, On universality of bulk local regime of the Hermitian sample covariance matrices, Random matrices: universality of local spectral statistics of non-Hermitian matrices, Universality for the largest eigenvalue of sample covariance matrices with general population, Sampling unitary ensembles, On the universality of spectral limit for random matrices with martingale differences entries, Fine asymptotics for models with Gamma type moments, Eigenvectors from eigenvalues: A survey of a basic identity in linear algebra, Universality of the second mixed moment of the characteristic polynomials of the 1D band matrices: Real symmetric case, On the concentration of random multilinear forms and the universality of random block matrices, Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions, Universality in bipartite mean field spin glasses, The bohemian eigenvalue project, Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices, Spectrum of random d‐regular graphs up to the edge, The least singular value of a random symmetric matrix, Proof methods in random matrix theory, Combinatorics, probability and computing. Abstracts from the workshop held April 24--30, 2022, On the rightmost eigenvalue of non-Hermitian random matrices, Single eigenvalue fluctuations of general Wigner-type matrices, SUSY transfer matrix approach for the real symmetric 1d random band matrices, Eigenvalue attraction, Random matrices, geometric functional analysis and algorithms. Abstracts from the workshop held May 1--7, 2011., GOE statistics for Lévy matrices, On the deformed Pearcey determinant, Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations, Optimal bounds for convergence of expected spectral distributions to the semi-circular law, Notes on the polynomial reconstruction of signed graphs, Extreme gaps between eigenvalues of Wigner matrices, Local semicircle law for Curie-Weiss type ensembles, The Tracy-Widom law for the largest eigenvalue of F type matrices, On the semicircular law of large-dimensional random quaternion matrices, Fluctuations of linear statistics of half-heavy-tailed random matrices, Local law and Tracy-Widom limit for sparse random matrices, Hyperuniform states of matter, Extreme gaps between eigenvalues of random matrices, Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law, The asymptotic distribution of a single eigenvalue gap of a Wigner matrix, Spectral radii of truncated circular unitary matrices, Local eigenvalue density for general MANOVA matrices, Spectral statistics of sparse Erdős-Rényi graph Laplacians, Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs, Correlated random matrices: band rigidity and edge universality, Mesoscopic eigenvalue density correlations of Wigner matrices, Localization and delocalization of eigenvectors for heavy-tailed random matrices, Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices, Bulk universality for generalized Wigner matrices, Large deviation theorem for zeros of polynomials and Hermitian random matrices, Large deviations of the extreme eigenvalues of random deformations of matrices, On quantum percolation in finite regular graphs, The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles, Cusp universality for random matrices. I: Local law and the complex Hermitian case, Spacings in orthogonal and symplectic random matrix ensembles, Scattering equations: real solutions and particles on a line, Concentration of empirical distribution functions with applications to non-i.i.d. models, Central limit theorem for partial linear eigenvalue statistics of Wigner matrices, Universality for random matrix flows with time-dependent density, Random covariance matrices: universality of local statistics of eigenvalues, On the local pairing behavior of critical points and roots of random polynomials, Edge rigidity and universality of random regular graphs of intermediate degree, Universality of random matrices and local relaxation flow, A central limit theorem for the determinant of a Wigner matrix, Eigenvector distribution of Wigner matrices, Stein's method in high dimensions with applications, Dyson Brownian motion for general \(\beta\) and potential at the edge, Average density of states for Hermitian Wigner matrices, Comparison theorem for some extremal eigenvalue statistics, Local semicircle law in the bulk for Gaussian \(\beta \)-ensemble, 90 years of the Lindeberg method, Edge universality of beta ensembles, The outliers of a deformed Wigner matrix, Delocalization and limiting spectral distribution of Erdős-Rényi graphs with constant expected degree, The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices, Stability of the matrix Dyson equation and random matrices with correlations, Bulk universality for generalized Wigner matrices with few moments, Universality for random tensors, Fixed energy universality of Dyson Brownian motion, Limiting behavior of eigenvectors of large Wigner matrices, Rigidity of eigenvalues of generalized Wigner matrices, Gap universality of generalized Wigner and \(\beta\)-ensembles, Lindeberg's method for moderate deviations and random summation, A local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices, Polynomial chaos and scaling limits of disordered systems, The eigenvector moment flow and local quantum unique ergodicity, Anisotropic local laws for random matrices, Some open problems in random matrix theory and the theory of integrable systems. II, Universality in several-matrix models via approximate transport maps, Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds, Cleaning large correlation matrices: tools from random matrix theory, Spectral radii of large non-Hermitian random matrices, Characteristic polynomials for 1D random band matrices from the localization side, Hydrodynamic limit of multiple SLE, Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case, Delocalization for a class of random block band matrices, Random matrices: tail bounds for gaps between eigenvalues, Sparse regular random graphs: spectral density and eigenvectors, On eigenvalues of the sum of two random projections, Quantum diffusion and eigenfunction delocalization in a random band matrix model, On the limiting spectral density of random matrices filled with stochastic processes, Gaussian fluctuations of eigenvalues in Wigner random matrices, Small gaps of GOE, On universality of local edge regime for the deformed Gaussian unitary ensemble, Universality for 1d random band matrices: sigma-model approximation, Sparse random matrices have simple spectrum, Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices, Bulk universality for deformed Wigner matrices, Eigenvector statistics of Lévy matrices, Diffusions interacting through a random matrix: universality via stochastic Taylor expansion, Eigenvectors of random matrices: A survey, Riemann-Hilbert theory without local parametrix problems: applications to orthogonal polynomials, Gaussian fluctuations of eigenvalues in log-gas ensemble: bulk case. I, Bounds for the Stieltjes transform and the density of states of Wigner matrices, Optimal delocalization for generalized Wigner matrices, Random matrix theory and its applications, Tail bounds for gaps between eigenvalues of sparse random matrices, Convergence and asymptotic approximations to universal distributions in probability, Local semicircle law under fourth moment condition, High dimensional normality of noisy eigenvectors, Optimal local law and central limit theorem for \(\beta\)-ensembles, Fluctuations in local quantum unique ergodicity for generalized Wigner matrices

Cites Work