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 …
are symmetric, Hermitian, or quaternion self-dual random matrices with independent …
[書籍][B] A dynamical approach to random matrix theory
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 …
University This book is a concise and self-contained introduction of recent techniques to …
Random matrices: universality of local eigenvalue statistics
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 …
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
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 …
graphs on N vertices where every edge is chosen independently and with probability …
Rigidity of eigenvalues of generalized Wigner matrices
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 …
the distribution of the (i, j) matrix element is given by the probability measure νij with zero …
Bulk universality for generalized Wigner matrices
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 …
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
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 …
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
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 …
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 …
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
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 …
[math. PR], 2010) on the universality of the eigenvalues of Wigner random matrices. The …