Isotropic self-consistent equations for mean-field random matrices
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Detail(s)
Original language | English |
---|---|
Pages (from-to) | 203-249 |
Journal / Publication | Probability Theory and Related Fields |
Volume | 171 |
Issue number | 1-2 |
Online published | 2 May 2017 |
Publication status | Published - Jun 2018 |
Externally published | Yes |
Link(s)
Abstract
We present a simple and versatile method for deriving (an)isotropic local laws for general random matrices constructed from independent random variables. Our method is applicable to mean-field random matrices, where all independent variables have comparable variances. It is entirely insensitive to the expectation of the matrix. In this paper we focus on the probabilistic part of the proof - the derivation of the self-consistent equations. As a concrete application, we settle in complete generality the local law for Wigner matrices with arbitrary expectation.
Research Area(s)
- math.PR, math-ph, math.MP, 15B52, 82B44, 82C44
Citation Format(s)
Isotropic self-consistent equations for mean-field random matrices. / He, Yukun; Knowles, Antti; Rosenthal, Ron.
In: Probability Theory and Related Fields, Vol. 171, No. 1-2, 06.2018, p. 203-249.
In: Probability Theory and Related Fields, Vol. 171, No. 1-2, 06.2018, p. 203-249.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review