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2011 Random matrices: Universality of local eigenvalue statistics
Terence Tao, Van Vu
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Acta Math. 206(1): 127-204 (2011). DOI: 10.1007/s11511-011-0061-3
Abstract

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we derive the universality of eigenvalue gap distribution and k-point correlation, and many other statistics (under some mild assumptions) for both Wigner Hermitian matrices and Wigner real symmetric matrices.

2011 © Institut Mittag-Leffler
Terence Tao and Van Vu "Random matrices: Universality of local eigenvalue statistics," Acta Mathematica 206(1), 127-204, (2011). https://doi.org/10.1007/s11511-011-0061-3
Received: 8 June 2009; Published: 2011
Vol.206 • No. 1 • 2011
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