Random matrices: The Universality phenomenon for Wigner ensembles

Terence Tao; Van Vu

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arXiv · 1202.0068

Random matrices: The Universality phenomenon for Wigner ensembles

Terence Tao·Van Vu

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Abstract

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications, including the universality of the sine kernel and the Central limit theorem of several spectral parameters. We also take the opportunity here to issue some errata for some of our previous papers in this area.

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Terence Tao, Van Vu. 2012-02-01. Random matrices: The Universality phenomenon for Wigner ensembles. https://arxiv.org/abs/1202.0068

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