DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, JiOon | ko |
dc.contributor.author | Yin, Jun | ko |
dc.date.accessioned | 2014-09-01T08:17:30Z | - |
dc.date.available | 2014-09-01T08:17:30Z | - |
dc.date.created | 2014-02-24 | - |
dc.date.created | 2014-02-24 | - |
dc.date.created | 2014-02-24 | - |
dc.date.created | 2014-02-24 | - |
dc.date.issued | 2014-01 | - |
dc.identifier.citation | DUKE MATHEMATICAL JOURNAL, v.163, no.1, pp.117 - 173 | - |
dc.identifier.issn | 0012-7094 | - |
dc.identifier.uri | http://hdl.handle.net/10203/189458 | - |
dc.description.abstract | In this paper, we prove a necessary and sufficient condition for the Tracy Widom law of Wigner matrices. Consider N x N symmetric Wigner matrices H with H(i)j N-(1/2)x(ij) whose upper-right entries xisi (1 <= i <f <= N) are independent and identically distributed (i.i.d.) random variables with distribution v and diagonal entries xii (1 <= i <= N) are i.i.d. random variables with distribution 13. The means of v and 15 are zero, the variance of v is 1, and the variance of 13 is finite. We prove that the Tracy Widom law holds if and only if lim(s ->infinity) s(4) P(vertical bar x(12)vertical bar >= s) = 0. The same criterion holds for Hermitian Wigner matrices. | - |
dc.language | English | - |
dc.publisher | DUKE UNIV PRESS | - |
dc.title | A NECESSARY AND SUFFICIENT CONDITION FOR EDGE UNIVERSALITY OF WIGNER MATRICES | - |
dc.type | Article | - |
dc.identifier.wosid | 000330153800004 | - |
dc.identifier.scopusid | 2-s2.0-84893188853 | - |
dc.type.rims | ART | - |
dc.citation.volume | 163 | - |
dc.citation.issue | 1 | - |
dc.citation.beginningpage | 117 | - |
dc.citation.endingpage | 173 | - |
dc.citation.publicationname | DUKE MATHEMATICAL JOURNAL | - |
dc.identifier.doi | 10.1215/00127094-2414767 | - |
dc.embargo.liftdate | 9999-12-31 | - |
dc.embargo.terms | 9999-12-31 | - |
dc.contributor.localauthor | Lee, JiOon | - |
dc.contributor.nonIdAuthor | Yin, Jun | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordPlus | LOCAL EIGENVALUE STATISTICS | - |
dc.subject.keywordPlus | SAMPLE COVARIANCE MATRICES | - |
dc.subject.keywordPlus | TAILED RANDOM MATRICES | - |
dc.subject.keywordPlus | COMPLEX SYSTEMS | - |
dc.subject.keywordPlus | SEMICIRCLE LAW | - |
dc.subject.keywordPlus | ENERGY LEVELS | - |
dc.subject.keywordPlus | ORTHOGONAL POLYNOMIALS | - |
dc.subject.keywordPlus | EXPONENTIAL WEIGHTS | - |
dc.subject.keywordPlus | SPECTRAL STATISTICS | - |
dc.subject.keywordPlus | BULK UNIVERSALITY | - |
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