Universality of Wigner random matrices: a survey of recent results

L Erdős - Russian Mathematical Surveys, 2011 - iopscience.iop.org
This is a study of the universality of spectral statistics for large random matrices. Considered
are symmetric, Hermitian, or quaternion self-dual random matrices with independent …

Universality of Wigner random matrices

L Erdos - XVI International Congress on Mathematical Physics, 2010 - books.google.com
We consider N× N symmetric or hermitian random matrices with independent, identically
distributed entries where the probability distribution for each matrix element is given by a …

[图书][B] Large random matrices

A Guionnet - 2009 - books.google.com
Random matrix theory has developed in the last few years, in connection with various fields
of mathematics and physics. These notes emphasize the relation with the problem of …

Poisson statistics for eigenvalues of continuum random Schrödinger operators

JM Combes, F Germinet, A Klein - Analysis & PDE, 2010 - msp.org
We show absence of energy levels repulsion for the eigenvalues of random Schrödinger
operators in the continuum. We prove that, in the localization region at the bottom of the …

Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices

K Hofmann-Credner, M Stolz - 2008 - projecteuclid.org
It is a classical result of Wigner that for an hermitian matrix with independent entries on and
above the diagonal, the mean empirical eigenvalue distribution converges weakly to the …

Fluctuations of interlacing sequences

S Sodin - arXiv preprint arXiv:1610.02690, 2016 - arxiv.org
In a series of works published in the 1990-s, Kerov put forth various applications of the circle
of ideas centred at the Markov moment problem to the limiting shape of random continual …

The semicircle law for matrices with independent diagonals

O Friesen, M Löwe - Journal of Theoretical Probability, 2013 - Springer
We investigate the spectral distribution of random matrix ensembles with correlated entries.
We consider symmetric matrices with real-valued entries and stochastically independent …

[HTML][HTML] Gaussian fluctuations for sample covariance matrices with dependent data

O Friesen, M Löwe, M Stolz - Journal of Multivariate Analysis, 2013 - Elsevier
It is known (Hofmann-Credner and Stolz (2008)[4]) that the convergence of the mean
empirical spectral distribution of a sample covariance matrix Wn= 1/nYnYnt to the Marčenko …

Spectral statistics of the uni-modular ensemble

CH Joyner, U Smilansky… - Journal of Physics A …, 2017 - iopscience.iop.org
We investigate the spectral statistics of Hermitian matrices in which the elements are chosen
uniformly from $ U (1) $, called the uni-modular ensemble (UME), in the limit of large matrix …

A random walk approach to linear statistics in random tournament ensembles

CH Joyner, U Smilansky - 2018 - projecteuclid.org
We investigate the linear statistics of random matrices with purely imaginary Bernoulli
entries of the form H_pq=H_qp=±i, that are either independently distributed or exhibit global …