Universality of random matrices and local relaxation flow (Q635848): Difference between revisions

The universality for Gaussian divisible ensembles is studied. These ensembles are given by matrices of the form \(\widehat{H} + \sqrt{s} V\), where \(\widehat{H}\) is a Wigner matrix, \(V\) is an independent standard Gaussian unitary ensemble matrix and \(s >0\). A general approach to prove local ergodicity of the so called Dyson Brownian motion for these ensembles is introduced. In this approach, partly motivated by \textit{L. Erdős, J. A. Ramírez, B. Schlein} and \textit{H.-T. Yau} [Electron. J. Probab. 15, 526--604 (2010; Zbl 1225.15034)], the analysis of orthogonal polynomials or explicit formulae are completely eliminated and the method is applied to both Hamiltonian and symmetric ensembles. The proof is based on a convex analysis of \(\beta\)-ensembles for any \(\beta \geq 1\). It is shown that the relaxation time to local equilibrium for Dyson Brownian motion is bounded above by \(N^{-\zeta}\) for some \(\zeta > 0\). It is also proved that the eigenvalue spacing statistics in the bulk of the spectrum for \(N \times N\) symmetric Wigner ensemble is the same as that of the Gaussian orthogonal ensemble in the limit \(N \rightarrow \infty\).