Stability of the Matrix Dyson Equation and Random Matrices with Correlations

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay but are otherwise of general form. The key novelty is the d...

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Veröffentlicht in:	arXiv.org 2018-02
Hauptverfasser:	Ajanki, Oskari, Erdos, Laszlo, Krüger, Torben
Format:	Artikel
Sprache:	eng
Schlagworte:	Correlation Decay rate Eigenvalues Mathematical analysis Mathematics - Mathematical Physics Mathematics - Probability Matrix methods Physics - Mathematical Physics Stability analysis
Online-Zugang:	Volltext
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