Correlated random matrices: Band rigidity and edge universality

J. Alt, L. Erdös, T.H. Krüger, D.J. Schröder, Annals of Probability 48 (2020) 963–1001.

Journal Article | Published | English
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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
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Cite this

Alt J, Erdös L, Krüger TH, Schröder DJ. Correlated random matrices: Band rigidity and edge universality. Annals of Probability. 2020;48(2):963-1001.
Alt, J., Erdös, L., Krüger, T. H., & Schröder, D. J. (2020). Correlated random matrices: Band rigidity and edge universality. Annals of Probability, 48(2), 963–1001.
Alt, Johannes, László Erdös, Torben H Krüger, and Dominik J Schröder. “Correlated Random Matrices: Band Rigidity and Edge Universality.” Annals of Probability 48, no. 2 (2020): 963–1001.
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, 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, Project Euclid, 2020, pp. 963–1001.
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