Random matrices: The Four Moment Theorem for Wigner ensembles
Probability
2011-12-12 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1112.1976,
title = {Random matrices: The Four Moment Theorem for Wigner ensembles},
author = {Terence Tao and Van Vu},
journal= {arXiv preprint arXiv:1112.1976},
year = {2011}
}
Comments
17 pages, no figures, submitted, MSRI book series