Beyond universality in random matrix theory

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the 1/N expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives valuable information about the smallest singular value not seen...

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Bibliographic Details
Main Authors: Péché, S. (Author), Edelman, Alan (Contributor), Guionnet, Alice (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: Institute of Mathematical Statistics, 2018-05-10T18:20:46Z.
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