Random matrices: The Four Moment Theorem for Wigner ensembles

Details Random matrices: The Four Moment Theorem for Wigner ensembles Random matrices: The Four Moment Theorem for Wigner ensembles

2011-12-08

arxiv.org/abs/1112.1976v1

Mathematics

Probability

17 pages, no figures, submitted, MSRI book series

Scientific paper

We survey some recent progress on rigorously establishing the universality of
various spectral statistics of Wigner random matrix ensembles, focusing in
particular on the Four Moment Theorem and its applications.

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