scholarly journals Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices

2007 ◽  
Vol 60 (6) ◽  
pp. 867-910 ◽  
Author(s):  
Percy Deift ◽  
Dimitri Gioev
Author(s):  
Mark Adler

This article deals with the universality of eigenvalue spacings, one of the basic characteristics of random matrices. It first discusses the heuristic meaning of universality before describing the standard universality classes (sine, Airy, Bessel) and their appearance in unitary, orthogonal, and symplectic ensembles. It then examines unitary matrix ensembles in more detail and shows that universality in these ensembles comes down to the convergence of the properly scaled eigenvalue correlation kernels. It also analyses the Riemann–Hilbert method, along with certain non-standard universality classes that arise at singular points in the limiting spectrum. Finally, it considers the limiting kernels for each of the three types of singular points, namely interior singular points, singular edge points, and exterior singular points.


2013 ◽  
Author(s):  
Grey Ballard ◽  
Aydin Buluc ◽  
James Demmel ◽  
Laura Grigori ◽  
Benjamin Lipshitz ◽  
...  

2020 ◽  
Vol 28 (2) ◽  
pp. 131-162
Author(s):  
Vyacheslav L. Girko

AbstractThe G-Elliptic law under the G-Lindeberg condition for the independent pairs of the entries of a random matrix is proven.


1970 ◽  
Vol 11 (10) ◽  
pp. 3103-3110 ◽  
Author(s):  
J. F. McDonald ◽  
L. D. Favro

2004 ◽  
Vol 26 (2) ◽  
pp. 441-456 ◽  
Author(s):  
T. Ratnarajah ◽  
R. Vaillancourt ◽  
M. Alvo

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