Spectral properties of Wigner matrices

Schlein, Benjamin (2015). Spectral properties of Wigner matrices. Lecture Notes in Mathematics, 2143:179-205.

Abstract

We review some recent results on the statistical properties of the spectrum of Wigner matrices. In particular, we discuss the local convergence of the density of states towards Wigner’s semicircle law, the rigidity of the eigenvalues of Wigner matrices and the universality of the local eigenvalue correlations.

Abstract

We review some recent results on the statistical properties of the spectrum of Wigner matrices. In particular, we discuss the local convergence of the density of states towards Wigner’s semicircle law, the rigidity of the eigenvalues of Wigner matrices and the universality of the local eigenvalue correlations.

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