University of Cambridge > Talks.cam > Probability > Matrix Dyson equation and random matrices with correlations

Matrix Dyson equation and random matrices with correlations

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We consider large random matrices with general slowly decaying correlation among its entries. We prove universality of local eigenvalue statistics and optimal local law for the resolvent. One key ingredient is a sharp stability analysis of the matrix Dyson equation, the other one is a systematic diagrammatic control of a multivariate cumulant expansion.

This talk is part of the Probability series.

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