Bulk universality for generalized Wigner matrices (Q1930864): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Horng-Tzer Yau / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Piotr Sułkowski / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2070535307 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1001.3453 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CLT for a band matrix model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of local eigenvalue statistics for some sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential integrability and transportation cost related to logarithmic Sobolev inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlations of nearby levels induced by a random potential / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2748505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3636836 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4487945 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density of states for random band matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlations between eigenvalues of a random matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local semicircle law and complete delocalization for Wigner random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wegner Estimate and Level Repulsion for Wigner Random Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of random matrices and local relaxation flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bulk universality for Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bulk universality for Wigner Hermite matrices with subexponential decay / rank
 
Normal rank
Property / cites work
 
Property / cites work: The local relaxation flow approach to universality of the local statistics for random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality for generalized Wigner matrices with Bernoulli distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universality for certain Hermitian Wigner matrices under weak moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001740 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the density of Eigenvalues of a random matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bulk universality and related properties of Hermitian matrix models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3105263 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4284032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random matrices: universality of local eigenvalue statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random covariance matrices: universality of local statistics of eigenvalues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral norm of random matrices / rank
 
Normal rank

Latest revision as of 01:52, 6 July 2024

scientific article
Language Label Description Also known as
English
Bulk universality for generalized Wigner matrices
scientific article

    Statements

    Bulk universality for generalized Wigner matrices (English)
    0 references
    0 references
    0 references
    0 references
    14 January 2013
    0 references
    In random matrix theory, the dependence of short distance correlation functions for eigenvalues in the bulk of the spectrum on the symmetry class of the ensembles, and their independence on other details of the distributions, is referred to as bulk universality. While the bulk universality has been proven for various classes of invariant ensembles, it is much more difficult to establish it for non-invariant ensembles. Nonetheless, some results -- in particular the local semi-circle law -- have been proven (in particular by some of the authors of this paper) in the last few years for Wigner matrices, with independent and identically distributed (i.i.d.) matrix elements. In this paper, the authors consider bulk universality for some examples of generalized Wigner matrices, whose elements are still independent, but not necessarily identically distributed. More precisely, denoting by \(\sigma^2_{ij}\) the variance of the \((i,j)\) entry of the matrix, the authors consider the ensembles with normalization condition \(\sum_i \sigma_{ij}=1\) for all \(j\). Firstly, under the assumption that \(N\sigma_{ij}^2\) is uniformly bounded from above and below by fixed positive numbers, in the limit \(N\to \infty\) the authors prove the local semi-circle law, down to the smallest possible scale \(N^{-1}\). Secondly, for band matrices, such that \(\sigma_{ij}=0\) for \(|i-j|>M\) for some \(M<N\), the authors establish that the local semicircle law holds to the scale \(M^{-1}\). This is a nicely written paper with important results. Even though it is not that short, the introductory section and the summary of main results in the first few pages are of great help in understanding the achievements and the structure of the paper, and should be of interest even for beginners in this field. Nonetheless, detailed proofs presented in the bulk of the paper require expertise in random matrix theory.
    0 references
    random matrix theory
    0 references
    random band matrix
    0 references
    semi-circle law
    0 references
    sine kernel
    0 references
    bulk universality
    0 references
    correlation function
    0 references
    eigenvalue
    0 references
    spectrum
    0 references
    Wigner matrices
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references