Local Spectral Statistics of Gaussian Matrices with Correlated Entries

J Stat Phys. 2016:163:280-302. doi: 10.1007/s10955-016-1479-y. Epub 2016 Feb 22.

Abstract

We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.

Keywords: Dependent random matrix; Local law; Off-diagonal resolvent decay; Universality.