The spectral edge of some random band matrices
Annals of mathematics, Tome 172 (2010) no. 3, pp. 2223-2251
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We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the band is sufficiently wide ($W \gg N^{5/6}$). Otherwise, a different limiting distribution appears.
@article{10_4007_annals_2010_172_2223, author = {Sasha Sodin}, title = {The spectral edge of some random band matrices}, journal = {Annals of mathematics}, pages = {2223--2251}, publisher = {mathdoc}, volume = {172}, number = {3}, year = {2010}, doi = {10.4007/annals.2010.172.2223}, mrnumber = {2726110}, zbl = {1210.15039}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4007/annals.2010.172.2223/} }
TY - JOUR AU - Sasha Sodin TI - The spectral edge of some random band matrices JO - Annals of mathematics PY - 2010 SP - 2223 EP - 2251 VL - 172 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4007/annals.2010.172.2223/ DO - 10.4007/annals.2010.172.2223 LA - en ID - 10_4007_annals_2010_172_2223 ER -
Sasha Sodin. The spectral edge of some random band matrices. Annals of mathematics, Tome 172 (2010) no. 3, pp. 2223-2251. doi: 10.4007/annals.2010.172.2223
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