Local spectral statistics of Gaussian matrices with correlated entries

Ajanki, Oskari and Erdős, László and Krüger, Torben (2016) Local spectral statistics of Gaussian matrices with correlated entries. Journal of Statistical Physics. ISSN 1572-9613

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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.

Item Type: Article
DOI: 10.1007/s10955-016-1479-y
Uncontrolled Keywords: Universality, Dependent random matrix, Local law, Off-diagonal resolvent decay
Subjects: 500 Science > 510 Mathematics
Research Group: Erdös Group
SWORD Depositor: Sword Import User
Depositing User: Sword Import User
Date Deposited: 17 Mar 2016 15:45
Last Modified: 30 Aug 2017 09:36
URI: https://repository.ist.ac.at/id/eprint/516

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