Random matrices with slow correlation decay

L. Erdös, T.H. Krüger, D.J. Schröder, Forum of Mathematics, Sigma (n.d.) 41.


Journal Article | Submitted | English
Department
Abstract
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of [arXiv:1604.08188] to allow slow correlation decay and arbitrary expectation. The main novel tool is a systematic diagrammatic control of a multivariate cumulant expansion.
Publishing Year
Date Published
2017-05-30
Journal Title
Forum of Mathematics, Sigma
Page
41
eISSN
IST-REx-ID

Cite this

Erdös L, Krüger TH, Schröder DJ. Random matrices with slow correlation decay. Forum of Mathematics, Sigma.:41. doi:10.1017/fms.2019.2
Erdös, L., Krüger, T. H., & Schröder, D. J. (n.d.). Random matrices with slow correlation decay. Forum of Mathematics, Sigma, 41. https://doi.org/10.1017/fms.2019.2
Erdös, László, Torben H Krüger, and Dominik J Schröder. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma, n.d., 41. https://doi.org/10.1017/fms.2019.2.
L. Erdös, T. H. Krüger, and D. J. Schröder, “Random matrices with slow correlation decay,” Forum of Mathematics, Sigma, p. 41.
Erdös L, Krüger TH, Schröder DJ. Random matrices with slow correlation decay. Forum of Mathematics, Sigma., 41.
Erdös, László, et al. “Random Matrices with Slow Correlation Decay.” Forum of Mathematics, Sigma, Cambridge University Press, p. 41, doi:10.1017/fms.2019.2.

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