Random matrices: Universality of local eigenvalue statistics |
| |
Authors: | Terence Tao Van Vu |
| |
Institution: | 1.Department of Mathematics,University of California, Los Angeles,Los Angeles,U.S.A.;2.Department of Mathematics,Rutgers,Piscataway,U.S.A. |
| |
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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|