Correlated random matrices: Band rigidity and edge universality
Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.
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Abstract
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.
Publishing Year
Date Published
2020-03-01
Journal Title
Annals of Probability
Volume
48
Issue
2
Page
963-1001
ISSN
IST-REx-ID
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Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 2020;48(2):963-1001. doi:10.1214/19-AOP1379
Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated random matrices: Band rigidity and edge universality. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/19-AOP1379
Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/19-AOP1379.
J. Alt, L. Erdös, T. H. Krüger, and D. J. Schröder, “Correlated random matrices: Band rigidity and edge universality,” Annals of Probability, vol. 48, no. 2. Institute of Mathematical Statistics, pp. 963–1001, 2020.
Alt J, Erdös L, Krüger TH, Schröder DJ. 2020. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 48(2), 963–1001.
Alt, Johannes, et al. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability, vol. 48, no. 2, Institute of Mathematical Statistics, 2020, pp. 963–1001, doi:10.1214/19-AOP1379.
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