The spectral laws of Hermitian block-matrices with large random blocks.
Two-parameter non-commutative Central Limit Theorem
In 1992, Speicher showed the fundamental fact that the probability measures playing the role of the classical Gaussian in the various non-commutative probability theories (viz. fermionic probability, Voiculescu’s free probability, and -deformed probability of Bożejko and Speicher) all arise as the limits in a generalized Central Limit Theorem. The latter concerns sequences of non-commutative random variables (elements of a -algebra equipped with a state) drawn from an ensemble of pair-wise commuting...
Universality for certain hermitian Wigner matrices under weak moment conditions
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality holds...
Universality in the bulk of the spectrum for complex sample covariance matrices
We consider complex sample covariance matrices MN = (1/N)YY* where Y is a N × p random matrix with i.i.d. entries Yij, 1 ≤ i ≤ N, 1 ≤ j ≤ p, with distribution F. Under some regularity and decay assumptions on F, we prove universality of some local eigenvalue statistics in the bulk of the spectrum in the limit where N → ∞ and limN→∞ p/N = γ for any real number γ ∈ (0, ∞).
Universality of slow decorrelation in KPZ growth
There has been much success in describing the limiting spatial fluctuations of growth models in the Kardar–Parisi–Zhang (KPZ) universality class. A proper rescaling of time should introduce a non-trivial temporal dimension to these limiting fluctuations. In one-dimension, the KPZ class has the dynamical scaling exponent z = 3/2, that means one should find a universal space–time limiting process under the scaling of time as tT, space like t2/3X and fluctuations like t1/3 as t → ∞. In this paper we...
Voiculescu’s Entropy and Potential Theory
We give a new proof, relying on polynomial inequalities and some aspects of potential theory, of large deviation results for ensembles of random hermitian matrices.