Bulk universality for Wigner matrices

DOI10.1002/CPA.20317MaRDI QIDQ3565146zbMATH OpenOpenAlexFDO

Authors László Erdős, S. Péché, Horng-Tzer Yau, Jose Ramirez, B. Schlein

Publication date 2 June 2010

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0905.4176

zbMATH Keywords

bulk universalityDyson Brownian MotioneigenvalueHermitian matrix ensemblesemicircle lawsine-kernelWigner random matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider $NimesN$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $u(x)=e^{-U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that $Uin{C}^6(RR)$ with at most polynomially growing derivatives and $u(x)leC{e}^{-C|x|}$ for $x$ large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.

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• Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles
• Lyapunov exponent, universality and phase transition for products of random matrices
• Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
• On the limiting spectral distributions of stochastic block models
• Spectrum of random d‐regular graphs up to the edge
• Single eigenvalue fluctuations of general Wigner-type matrices
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• Spectral gap and edge universality of dense random regular graphs
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