We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the complex Hermitian symmetry class, this completes the last remaining case of the Wigner-Dyson-Mehta universality conjecture after bulk and edge universalities have been established in the last years. We extend the recent Dyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp regime using the optimal local law from [arXiv:1809.03971] and the accurate local shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752]. We also present a PDE-based method to improve the estimate on e...
We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generaliz...
We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix an...
For large random matrices X with independent, centered entries but not necessarily identical varianc...
For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily i...
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real ...
In the first part of the thesis we consider Hermitian random matrices. Firstly, we consider sample c...
This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/090...
In the last decade, Wigner-Dyson-Mehta (WDM) conjecture has been proven for very general random matr...
The paper is devoted to the rigorous proof of the universality conjecture of the random matrix theor...
We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian W...
In the first part of this thesis we consider large random matrices with arbitrary expectation and a ...
We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermiti...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
Abstract. We study the universality of the eigenvalue statistics of the covariance matrices
Consider the Dyson Brownian motion with parameter β, where β=1,2,4 corresponds to the eigenvalue flo...
We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generaliz...
We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix an...
For large random matrices X with independent, centered entries but not necessarily identical varianc...
For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily i...
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real ...
In the first part of the thesis we consider Hermitian random matrices. Firstly, we consider sample c...
This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/090...
In the last decade, Wigner-Dyson-Mehta (WDM) conjecture has been proven for very general random matr...
The paper is devoted to the rigorous proof of the universality conjecture of the random matrix theor...
We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian W...
In the first part of this thesis we consider large random matrices with arbitrary expectation and a ...
We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermiti...
International audienceIn order to have a better understanding of finite random matrices with non-Gau...
Abstract. We study the universality of the eigenvalue statistics of the covariance matrices
Consider the Dyson Brownian motion with parameter β, where β=1,2,4 corresponds to the eigenvalue flo...
We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generaliz...
We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix an...
For large random matrices X with independent, centered entries but not necessarily identical varianc...