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Random matrices: The Four Moment Theorem for Wigner ensembles (1112.1976v1)

Published 8 Dec 2011 in math.PR

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.

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Authors (2)

  1. Terence Tao
  2. Van Vu
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