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 in universality laws. In particular, we show the dependence on the fourth moment (or the kurtosis) of the entries. This work makes use of the so-called complex Gaussian divisible ensembles for both Wigner and sample covariance matrices
Consider \(N × N\) Hermitian or symmetric random matrices H where the distribution of the (i, j) mat...
The paper is devoted to the rigorous proof of the universality conjecture of the random matrix theor...
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band mat...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/090...
In this thesis we begin by presenting an introduction on random matrices, their different classes an...
Thesis (Ph.D.)--University of Washington, 2013The goal of this thesis is to develop one of the threa...
Abstract. We study the universality of the eigenvalue statistics of the covariance matrices
Abstract. It is a classical result of Ginibre that the normalized bulk k-point correlation functions...
In this paper, we survey some recent progress on rigorously etablishing the universality of various ...
In this thesis we begin by presenting an introduction on random matrices, their different classes an...
We consider large non-Hermitian real or complex random matrices X with independent, identically dist...
We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian W...
We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermiti...
Consider \(N × N\) Hermitian or symmetric random matrices H where the distribution of the (i, j) mat...
The paper is devoted to the rigorous proof of the universality conjecture of the random matrix theor...
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band mat...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/090...
In this thesis we begin by presenting an introduction on random matrices, their different classes an...
Thesis (Ph.D.)--University of Washington, 2013The goal of this thesis is to develop one of the threa...
Abstract. We study the universality of the eigenvalue statistics of the covariance matrices
Abstract. It is a classical result of Ginibre that the normalized bulk k-point correlation functions...
In this paper, we survey some recent progress on rigorously etablishing the universality of various ...
In this thesis we begin by presenting an introduction on random matrices, their different classes an...
We consider large non-Hermitian real or complex random matrices X with independent, identically dist...
We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian W...
We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermiti...
Consider \(N × N\) Hermitian or symmetric random matrices H where the distribution of the (i, j) mat...
The paper is devoted to the rigorous proof of the universality conjecture of the random matrix theor...
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band mat...