Isotropic self-consistent equations for mean-field random matrices

Yukun He, Antti Knowles, Ron Rosenthal

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)203-249
Number of pages47
JournalProbability Theory and Related Fields
Volume171
Issue number1-2
DOIs
StatePublished - 1 Jun 2018

Keywords

  • 15B52
  • 82B44
  • 82C44

All Science Journal Classification (ASJC) codes

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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