Correlated random matrices: Band rigidity and edge universality

Citation
Alt, Johannes et al., Correlated random matrices: Band rigidity and edge universality, Annals of probability (Online) , 48(2), 2020, pp. 963-1001
ISSN journal
2168894X
Volume
48
Issue
2
Year of publication
2020
Pages
963 - 1001
Database
ACNP
SICI code
Abstract
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.