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
Hauptverfasser:	Alt, Johannes, ErdőS, László, Krüger, Torben, Schröder, Dominik
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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