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Wigner matrices. (English) Zbl 1236.15063
Akemann, Gernot (ed.) et al., The Oxford handbook of random matrix theory. Oxford: Oxford University Press (ISBN 978-0-19-957400-1/hbk). Oxford Handbooks in Mathematics, 433-451 (2011).
Summary: This is a brief survey of some of the important results in the study of the eigenvalues and the eigenvectors of Wigner random matrices, i.e. random Hermitian (or real symmetric) matrices with iid entries. We review briefly the known universality results, which show how much the behaviour of the spectrum is insensitive to the distribution of the entries.
For the entire collection see [Zbl 1225.15004].

MSC:
15B52 Random matrices (algebraic aspects)
15A18 Eigenvalues, singular values, and eigenvectors
60B20 Random matrices (probabilistic aspects)
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