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Local Spectral Statistics of Gaussian Matrices with Correlated Entries

Oskari Ajanki, László Erdős, Torben Krüger

Journal of Statistical Physics · 2016 · 28 citations · 13 references

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Abstract

We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.

References

13

The local semicircle law for a general class of random matrices

László Erdős, Antti Knowles, Horng‐Tzer Yau et al. · Electronic Journal of Probability · 2013 · 199 citations · Full text

, , +13

Isotropic local laws for sample covariance and generalized Wigner matrices

Alex Bloemendal, László Erdős, Antti Knowles et al. · Electronic Journal of Probability · 2014 · 147 citations · Full text

, , +8

Averaging Fluctuations in Resolvents of Random Band Matrices

László Erdős, Antti Knowles, Horng‐Tzer Yau · Annales Henri Poincaré · 2013 · 127 citations · Full text

, , +8

Quadratic Vector Equations On Complex Upper Half-Plane

Oskari Ajanki, László Erdős, Torben Krüger · Memoirs of the American Mathematical Society · 2019 · 67 citations · Full text

, , +12

Semicircle law and freeness for random matrices with symmetries or correlations

Jeffrey Schenker, Hermann Schulz‐Baldes · Mathematical Research Letters · 2005 · 60 citations · Full text

, , +16