@article{1506,
abstract = {Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i, j = 1, . . . , n} is a collection of independent real random variables with means zero and variances one. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1).},
author = {Bao, Zhigang and Pan, Guangming and Zhou, Wang},
journal = {Bernoulli},
number = {3},
pages = {1600 -- 1628},
publisher = {Bernoulli Society for Mathematical Statistics and Probability},
title = {{The logarithmic law of random determinant}},
doi = {10.3150/14-BEJ615},
volume = {21},
year = {2015},
}
@article{1508,
abstract = {We consider generalized Wigner ensembles and general β-ensembles with analytic potentials for any β ≥ 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian β-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact, with an additional step, our result can be extended to any C4(ℝ) potential.},
author = {Erdös, László and Yau, Horng},
journal = {Journal of the European Mathematical Society},
number = {8},
pages = {1927 -- 2036},
publisher = {European Mathematical Society},
title = {{Gap universality of generalized Wigner and β ensembles}},
doi = {10.4171/JEMS/548},
volume = {17},
year = {2015},
}
@article{2019,
abstract = {We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent results of Keating et al. (2014) that were proved for graphs with bounded chromatic number and with symmetric coupling distribution. Furthermore, we generalise the result to arbitrary hypergraphs. We test the optimality of our condition on the maximal degree for p-uniform hypergraphs that correspond to p-spin glass Hamiltonians acting on n distinguishable spin- 1/2 particles. At the critical threshold p = n1/2 we find a sharp classical-quantum phase transition between the normal distribution and the Wigner semicircle law. The former is characteristic to classical systems with commuting variables, while the latter is a signature of noncommutative random matrix theory.},
author = {Erdös, László and Schröder, Dominik J},
journal = {Mathematical Physics, Analysis and Geometry},
number = {3-4},
pages = {441 -- 464},
publisher = {Springer},
title = {{Phase transition in the density of states of quantum spin glasses}},
doi = {10.1007/s11040-014-9164-3},
volume = {17},
year = {2014},
}
@article{2179,
abstract = {We extend the proof of the local semicircle law for generalized Wigner matrices given in MR3068390 to the case when the matrix of variances has an eigenvalue -1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where the variances of the entries of X may vary.},
author = {Ajanki, Oskari H and Erdös, László and Krüger, Torben H},
journal = {Electronic Communications in Probability},
publisher = {Institute of Mathematical Statistics},
title = {{Local semicircle law with imprimitive variance matrix}},
doi = {10.1214/ECP.v19-3121},
volume = {19},
year = {2014},
}
@article{2225,
abstract = {We consider sample covariance matrices of the form X∗X, where X is an M×N matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent (X∗X−z)−1 converges to a multiple of the identity in the sense of quadratic forms. More precisely, we establish sharp high-probability bounds on the quantity ⟨v,(X∗X−z)−1w⟩−⟨v,w⟩m(z), where m is the Stieltjes transform of the Marchenko-Pastur law and v,w∈CN. We require the logarithms of the dimensions M and N to be comparable. Our result holds down to scales Iz≥N−1+ε and throughout the entire spectrum away from 0. We also prove analogous results for generalized Wigner matrices.
},
author = {Bloemendal, Alex and Erdös, László and Knowles, Antti and Yau, Horng and Yin, Jun},
issn = {10836489},
journal = {Electronic Journal of Probability},
publisher = {Institute of Mathematical Statistics},
title = {{Isotropic local laws for sample covariance and generalized Wigner matrices}},
doi = {10.1214/EJP.v19-3054},
volume = {19},
year = {2014},
}