Isotropic self-consistent equations for mean-field random matrices

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

26 Scopus Citations
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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)203-249
Journal / PublicationProbability Theory and Related Fields
Volume171
Issue number1-2
Online published2 May 2017
Publication statusPublished - Jun 2018
Externally publishedYes

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.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review