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The local relaxation flow approach to universality of the local statistics for random matrices

László Erdős, Benjamin Schlein, Horng-Tzer Yau, Jun Yin (2012)

Annales de l'I.H.P. Probabilités et statistiques

We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues {xj}j=1N are close to their classical location {γj}j=1N determined by the limiting density of eigenvalues. Under...

The Markovian hyperbolic triangulation

Nicolas Curien, Wendelin Werner (2013)

Journal of the European Mathematical Society

We construct and study the unique random tiling of the hyperbolic plane into ideal hyperbolic triangles (with the three corners located on the boundary) that is invariant (in law) with respect to Möbius transformations, and possesses a natural spatial Markov property that can be roughly described as the conditional independence of the two parts of the triangulation on the two sides of the edge of one of its triangles.

The periodic unfolding method for a class of parabolic problems with imperfect interfaces

Zhanying Yang (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this paper, we use the adapted periodic unfolding method to study the homogenization and corrector problems for the parabolic problem in a two-component composite with ε-periodic connected inclusions. The condition imposed on the interface is that the jump of the solution is proportional to the conormal derivative via a function of order εγ with γ ≤ −1. We give the homogenization results which include those obtained by Jose in [Rev. Roum. Math. Pures Appl. 54 (2009) 189–222]. We also get the...

The rate of convergence for spectra of GUE and LUE matrix ensembles

Friedrich Götze, Alexander Tikhomirov (2005)

Open Mathematics

We obtain optimal bounds of order O(n −1) for the rate of convergence to the semicircle law and to the Marchenko-Pastur law for the expected spectral distribution functions of random matrices from the GUE and LUE, respectively.

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