CORRELATED RANDOM MATRICES: BAND RIGIDITY AND EDGE UNIVERSALITY
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...
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Veröffentlicht in: | The Annals of probability 2020-03, Vol.48 (2), p.963-1001 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 0091-1798 2168-894X |
DOI: | 10.1214/19-AOP1379 |