Spectral properties of large random matrices with independent entries
type: Item
instance of: scholarly article
title: Spectral properties of large random matrices with independent entries
zbMATH Open document ID: 1262.60007
author: P. Dueck
author: Sean O'Rourke
author: D. Renfrew
author: A. Soshnikov
published in: Banach Center Publications
publication date: 2012-08-27T00:00:00Z
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 6072834
zbMATH Keywords: Wigner random matrices
zbMATH Keywords: eigenvalue distribution
zbMATH Keywords: order statistics
zbMATH Keywords: resolvent identities
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.4064/bc96-0-7
OpenAlex ID: W2325109831
DOI: 10.4064/BC96-0-7
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review text: The authors consider large Wigner random matrices. In Section 2, they study the fluctuations of the \(k\)-th eigenvalue of a random matrix around the appropriate quantile of the Wigner semicircle law in the regime when \(k,n, n-k\to\infty\). They discuss some of the results by \textit{T. Tao} and \textit{V. Vu} [Acta Math. 206, No. 1, 127--204 (2011; Zbl 1217.15043)] for some ensembles of random matrices including Wigner real symmetric random matrices and the Wishart ensemble of sample covariance matrices. Section 3 is devoted to finite rank perturbations of Wigner random matrices. They extend the results by \textit{M. Capitaine, C. Donati-Martin} and \textit{D. Féral} [Ann. Probab. 37, No. 1, 1--47 (2009; Zbl 1163.15026)] by lifting the assumption of the symmetry of the marginal distribution. In Sections 4 and 5, the authors apply the resolvent technique to study recursive relations for local linear statistics in the bulk and at the edge of the spectrum of large random matrices.NEWLINENEWLINEFor the entire collection see [Zbl 1248.46002].
reviewed by: Zakhar Kabluchko
description: scientific article; zbMATH DE number 6072834