Local Spectral Statistics of Gaussian Matrices with Correlated Entries.
JOURNAL OF STATISTICAL PHYSICS 2016;
163:280-302. [PMID:
27418707 PMCID:
PMC4926669 DOI:
10.1007/s10955-016-1479-y]
[Citation(s) in RCA: 11] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 10/09/2015] [Accepted: 02/05/2016] [Indexed: 06/06/2023]
Abstract
We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.
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