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math.PR2018
Dyson Brownian Motion for General and Potential at the Edge
Arka Adhikari, Jiaoyang Huang
In this paper, we compare the solutions of Dyson Brownian motion with general and potential and the associated McKean-Vlasov equation near the edge. Under suitable conditio…
math.PR2018★ 1 cited
The Edge Universality of Correlated Matrices
Arka Adhikari, Ziliang Che
We consider a Gaussian random matrix with correlated entries that have a power law decay of order and prove universality for the extreme eigenvalues. A local law is proved us…