Geodesic
RANDOM MATRICES WITH SLOW CORRELATION DECAY
Forum of Mathematics, Sigma, Tome 7 (2019)

Voir la notice de l'article provenant de la source Cambridge University Press

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the recent result of Ajanki et al. [‘Stability of the matrix Dyson equation and random matrices with correlations’, Probab. Theory Related Fields173(1–2) (2019), 293–373] to allow slow correlation decay and arbitrary expectation. The main novel tool is a systematic diagrammatic control of a multivariate cumulant expansion. 
@article{10_1017_fms_2019_2,
     author = {L\'ASZL\'O ERD\H{O}S and TORBEN KR\"UGER and DOMINIK SCHR\"ODER},
     title = {RANDOM {MATRICES} {WITH} {SLOW} {CORRELATION} {DECAY}},
     journal = {Forum of Mathematics, Sigma},
     publisher = {mathdoc},
     volume = {7},
     year = {2019},
     doi = {10.1017/fms.2019.2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1017/fms.2019.2/}
}
TY  - JOUR
AU  - LÁSZLÓ ERDŐS
AU  - TORBEN KRÜGER
AU  - DOMINIK SCHRÖDER
TI  - RANDOM MATRICES WITH SLOW CORRELATION DECAY
JO  - Forum of Mathematics, Sigma
PY  - 2019
VL  - 7
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1017/fms.2019.2/
DO  - 10.1017/fms.2019.2
LA  - en
ID  - 10_1017_fms_2019_2
ER  - 
%0 Journal Article
%A LÁSZLÓ ERDŐS
%A TORBEN KRÜGER
%A DOMINIK SCHRÖDER
%T RANDOM MATRICES WITH SLOW CORRELATION DECAY
%J Forum of Mathematics, Sigma
%D 2019
%V 7
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1017/fms.2019.2/
%R 10.1017/fms.2019.2
%G en
%F 10_1017_fms_2019_2
LÁSZLÓ ERDŐS; TORBEN KRÜGER; DOMINIK SCHRÖDER. RANDOM MATRICES WITH SLOW CORRELATION DECAY. Forum of Mathematics, Sigma, Tome 7 (2019). doi: 10.1017/fms.2019.2

Cité par Sources :