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.
Citation
Johannes Alt. László Erdős. Torben Krüger. Dominik Schröder. "Correlated random matrices: Band rigidity and edge universality." Ann. Probab. 48 (2) 963 - 1001, March 2020. https://doi.org/10.1214/19-AOP1379
Information