Universality for general Wigner-type matrices (Q1682491): Difference between revisions

The definition of Wigner matrices goes back to the revolutionary 1958 paper of \textit{E. P. Wigner} [Ann. Math. (2) 67, 325--327 (1958; Zbl 0085.13203)]. Ever since random matrices have attracted considerable attention and the last decade has seen several groundbreaking results. Let \(H=H^*\in\mathbb C^{N\times N}\) be a random \(N\times N\) Hermitian matrix with independent and centered entries. The matrix of variances \(v_{ij} = \mathbb E[|h_{ij}|^2]\) is not assumed to be stochastic, and so the density of states is not Wigner's semicircle law. The authors demonstrate that as the matrix dimension \(N\) tends to infinity, the resolvent \(z\mapsto (H-z)^{-1}\) converges to a diagonal matrix with entries \(m_1(z),\dots,m_N(z)\) satisfying for each \(i\) the equation \[ -m_i(z)^{-1} = z + \sum_{j}v_{ij} m_j(z). \] The latter equation has been analyzed in [``Quadratic vector equations on complex upper half-plane'', Preprint, \url{arXiv:1506.05095}] by the first author et al. In this manuscript, the authors prove a local law down to the smallest spectral resolution scale as well as bulk universality for both real symmetric and complex Hermitian symmetry classes.