Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices (Q5940484): Difference between revisions
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Latest revision as of 12:14, 18 April 2024
scientific article; zbMATH DE number 1631876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices |
scientific article; zbMATH DE number 1631876 |
Statements
Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices (English)
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9 August 2001
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The author considers the distribution of the distances between adjacent eigenvalues for Hermitian random matrices with independent entries. It is conjectured that this generally is the same as with the Gaussian unitary ensemble. Theorem 1.3 shows this is true for a class \(W^p_a\) involving convolutions of a fixed Gaussian density with a distribution having finite moments, fixed variance and varying with the different entries. Results on Brownian motion are used in the proof.
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eigenvalues of random matrix
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Hermitian Wigner matrix
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Gaussian unitary ensemble
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Brownian motion
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local spacing distribution
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