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 …

[書籍][B] A dynamical approach to random matrix theory

L Erdős, HT Yau - 2017 - books.google.com
A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York
University This book is a concise and self-contained introduction of recent techniques to …

Random matrices: universality of local eigenvalue statistics

T Tao, V Vu - 2011 - projecteuclid.org
In this paper, we consider the universality of the local eigenvalue statistics of random
matrices. Our main result shows that these statistics are determined by the first four moments …

Spectral statistics of Erdős–Rényi graphs I: Local semicircle law

L Erdős, A Knowles, HT Yau, J Yin - 2013 - projecteuclid.org
We consider the ensemble of adjacency matrices of Erdős–Rényi random graphs, that is,
graphs on N vertices where every edge is chosen independently and with probability …

Rigidity of eigenvalues of generalized Wigner matrices

L Erdős, HT Yau, J Yin - Advances in Mathematics, 2012 - Elsevier
Consider N× N Hermitian or symmetric random matrices H with independent entries, where
the distribution of the (i, j) matrix element is given by the probability measure νij with zero …

Bulk universality for generalized Wigner matrices

L Erdős, HT Yau, J Yin - Probability Theory and Related Fields, 2012 - Springer
Abstract Consider N× N Hermitian or symmetric random matrices H where the distribution of
the (i, j) matrix element is given by a probability measure ν ij with a subexponential decay …

Spectral statistics of Erdős-Rényi Graphs II: Eigenvalue spacing and the extreme eigenvalues

L Erdős, A Knowles, HT Yau, J Yin - Communications in Mathematical …, 2012 - Springer
We consider the ensemble of adjacency matrices of Erdős-Rényi random graphs, ie graphs
on N vertices where every edge is chosen independently and with probability p≡ p (N). We …

The local semicircle law for a general class of random matrices

L Erdős, A Knowles, HT Yau, J Yin - 2013 - projecteuclid.org
We consider a general class of N*N random matrices whose entries h_ij are independent up
to a symmetry constraint, but not necessarily identically distributed. Our main result is a local …

Around the circular law

C Bordenave, D Chafaï - 2012 - projecteuclid.org
These expository notes are centered around the circular law theorem, which states that the
empirical spectral distribution of an× n random matrix with iid entries of variance 1/n tends to …

Random matrices: Universality of local eigenvalue statistics up to the edge

T Tao, V Vu - Communications in Mathematical Physics, 2010 - Springer
This is a continuation of our earlier paper (Tao and Vu, http://arxiv. org/abs/0908.1982 v4
[math. PR], 2010) on the universality of the eigenvalues of Wigner random matrices. The …