238 citations · 1.4k across the 34 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
math.PR2014★ 11 cited
Anisotropic local laws for random matrices
Antti Knowles, Jun Yin
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or indepe…
math.PR2014★ 23 cited
Fixed energy universality for generalized Wigner matrices
Paul Bourgade, Laszlo Erdos, Hong-Tzer Yau +1
We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the univ…
math.PR2014★ 12 cited
On the principal components of sample covariance matrices
Alex Bloemendal, Antti Knowles, Horng-Tzer Yau +1
We introduce a class of sample covariance matrices which subsumes and generalizes several previous models. The associated population covariance matrix $Σ=…