The local relaxation flow approach to universality of the local statistics for random matrices

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 48, Issue 1, 2012, Pages 1-46

  Erdos, László ^a   Schlein, Benjamin ^b   Yau, Horng Tzer ^c   Yin, Jun ^c  

^a UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c HARVARD UNIVERSITY   (United States)

Author keywords

Random matrix; Sample covariance matrix; Wigner Dyson statistics; Wishart matrix

Indexed keywords

EID: 84856298820     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AIHP388     Document Type: Article

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