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Universality for random matrix flows with time-dependent density.
- Source :
-
Annales de l'Institut Henri Poincare (B) Probability & Statistics . Nov2017, Vol. 53 Issue 4, p1606-1656. 51p. - Publication Year :
- 2017
-
Abstract
- We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion of the eigenvalues hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from Wigner's semicircle law. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02460203
- Volume :
- 53
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Annales de l'Institut Henri Poincare (B) Probability & Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 126916953
- Full Text :
- https://doi.org/10.1214/16-AIHP765