Local semicircle law and complete delocalization for Wigner random matrices (Q731338): Difference between revisions

It is known that the Wigner semicircle law states that the empirical density of the eigenvalues of a random matrix is given by the universal semicircle distribution. The authors consider \(N\times N\) Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order \(1/N\). Under suitable assumptions on the distribution of the single matrix element, it is proved that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales \(\eta>> N^{-1}(\log N)^8\). Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. Moreover, it is also proved that for all eigenvalues away from the spectral edges, the \(\ell^{\infty}\)-norm of the corresponding eigenvectors is of order \(O(N^{-1/2})\), modulo logarithmic corrections. Note that the upper bound \(O(N^{-1/2})\) implies that every eigenvector is completely delocalized. In the Appendix, a lemma proved by J. Bourgain is located, which removes one of our assumptions on the distribution of the matrix elements.