The Eigenvalues of Random Matrices

Abstract

This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about randomness.

References in corpus (2)

• Local semicircle law and complete delocalization for Wigner random matrices
• Exponential bounds for the support convergence in the Single Ring Theorem