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Universality of Wigner random matrices: a survey of recent results

Universality of Wigner random matrices: a survey of recent results

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. Our main result …