--- _id: '149' abstract: - lang: eng text: The eigenvalue density of many large random matrices is well approximated by a deterministic measure, the self-consistent density of states. In the present work, we show this behaviour for several classes of random matrices. In fact, we establish that, in each of these classes, the self-consistent density of states approximates the eigenvalue density of the random matrix on all scales slightly above the typical eigenvalue spacing. For large classes of random matrices, the self-consistent density of states exhibits several universal features. We prove that, under suitable assumptions, random Gram matrices and Hermitian random matrices with decaying correlations have a 1/3-Hölder continuous self-consistent density of states ρ on R, which is analytic, where it is positive, and has either a square root edge or a cubic root cusp, where it vanishes. We, thus, extend the validity of the corresponding result for Wigner-type matrices from [4, 5, 7]. We show that ρ is determined as the inverse Stieltjes transform of the normalized trace of the unique solution m(z) to the Dyson equation −m(z) −1 = z − a + S[m(z)] on C N×N with the constraint Im m(z) ≥ 0. Here, z lies in the complex upper half-plane, a is a self-adjoint element of C N×N and S is a positivity-preserving operator on C N×N encoding the first two moments of the random matrix. In order to analyze a possible limit of ρ for N → ∞ and address some applications in free probability theory, we also consider the Dyson equation on infinite dimensional von Neumann algebras. We present two applications to random matrices. We first establish that, under certain assumptions, large random matrices with independent entries have a rotationally symmetric self-consistent density of states which is supported on a centered disk in C. Moreover, it is infinitely often differentiable apart from a jump on the boundary of this disk. Second, we show edge universality at all regular (not necessarily extreme) spectral edges for Hermitian random matrices with decaying correlations. alternative_title: - ISTA Thesis article_processing_charge: No author: - first_name: Johannes full_name: Alt, Johannes id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87 last_name: Alt citation: ama: Alt J. Dyson equation and eigenvalue statistics of random matrices. 2018. doi:10.15479/AT:ISTA:TH_1040 apa: Alt, J. (2018). Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. https://doi.org/10.15479/AT:ISTA:TH_1040 chicago: Alt, Johannes. “Dyson Equation and Eigenvalue Statistics of Random Matrices.” Institute of Science and Technology Austria, 2018. https://doi.org/10.15479/AT:ISTA:TH_1040. ieee: J. Alt, “Dyson equation and eigenvalue statistics of random matrices,” Institute of Science and Technology Austria, 2018. ista: Alt J. 2018. Dyson equation and eigenvalue statistics of random matrices. Institute of Science and Technology Austria. mla: Alt, Johannes. Dyson Equation and Eigenvalue Statistics of Random Matrices. Institute of Science and Technology Austria, 2018, doi:10.15479/AT:ISTA:TH_1040. short: J. Alt, Dyson Equation and Eigenvalue Statistics of Random Matrices, Institute of Science and Technology Austria, 2018. date_created: 2018-12-11T11:44:53Z date_published: 2018-07-12T00:00:00Z date_updated: 2024-02-22T14:34:33Z day: '12' ddc: - '515' - '519' degree_awarded: PhD department: - _id: LaEr doi: 10.15479/AT:ISTA:TH_1040 ec_funded: 1 file: - access_level: open_access checksum: d4dad55a7513f345706aaaba90cb1bb8 content_type: application/pdf creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6241' file_name: 2018_thesis_Alt.pdf file_size: 5801709 relation: main_file - access_level: closed checksum: d73fcf46300dce74c403f2b491148ab4 content_type: application/zip creator: dernst date_created: 2019-04-08T13:55:20Z date_updated: 2020-07-14T12:44:57Z file_id: '6242' file_name: 2018_thesis_Alt_source.zip file_size: 3802059 relation: source_file file_date_updated: 2020-07-14T12:44:57Z has_accepted_license: '1' language: - iso: eng license: https://creativecommons.org/licenses/by/4.0/ month: '07' oa: 1 oa_version: Published Version page: '456' project: - _id: 258DCDE6-B435-11E9-9278-68D0E5697425 call_identifier: FP7 grant_number: '338804' name: Random matrices, universality and disordered quantum systems publication_identifier: issn: - 2663-337X publication_status: published publisher: Institute of Science and Technology Austria publist_id: '7772' pubrep_id: '1040' related_material: record: - id: '1677' relation: part_of_dissertation status: public - id: '550' relation: part_of_dissertation status: public - id: '6183' relation: part_of_dissertation status: public - id: '566' relation: part_of_dissertation status: public - id: '1010' relation: part_of_dissertation status: public - id: '6240' relation: part_of_dissertation status: public - id: '6184' relation: part_of_dissertation status: public status: public supervisor: - first_name: László full_name: Erdös, László id: 4DBD5372-F248-11E8-B48F-1D18A9856A87 last_name: Erdös orcid: 0000-0001-5366-9603 title: Dyson equation and eigenvalue statistics of random matrices tmp: image: /images/cc_by.png legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0) short: CC BY (4.0) type: dissertation user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1 year: '2018' ...