Corpus ID: 118477022

Random matrices, log-gases and Holder regularity

@article{Erds2014RandomML,
  title={Random matrices, log-gases and Holder regularity},
  author={L. Erdős},
  journal={arXiv: Probability},
  year={2014}
}
  • L. Erdős
  • Published 2014
  • Mathematics
  • arXiv: Probability
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi… Expand
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