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Dominik Schröder: Cusp Universality for Wigner-type Random Matrices

Time: Tue 2019-05-14 15.15 - 16.15

Location: Room F11, KTH

Lecturer: Dominik Schröder

Abstract: For Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local eigenvalue statistics are universal and form a Pearcey process. Since the density of states typically exhibits only square root or cubic root cusp singularities, our work complements previous results on the bulk and edge universality and it thus completes the resolution of the Wigner-Dyson-Mehta universality conjecture for the last remaining universality type.

Belongs to: Department of Mathematics
Last changed: May 08, 2019