Bulk universality for generalized Wigner matrices

DOI10.1007/S00440-011-0390-3MaRDI QIDQ1930864zbMATH OpenOpenAlexFDO

Authors László Erdős, Jun Yin, Horng-Tzer Yau

Publication date 14 January 2013

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.3453

zbMATH Keywords

random matrix theoryeigenvaluespectrumcorrelation functionsemi-circle lawWigner matricesrandom band matrixbulk universalitysine kernel

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: Consider $NimesN$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $u_{ij}$ with a subexponential decay. Let $sigm{a}_{ij}^2$ be the variance for the probability measure $u_{ij}$ with the normalization property that $su{m}_{i}sigm{a}_{ij}^2=1$ for all $j$. Under essentially the only condition that $cleNsigm{a}_{ij}^{2}le{c}^{-1}$ for some constant $c>0$, we prove that, in the limit $Noinfty$, the eigenvalue spacing statistics of $H$ in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth $M$ the local semicircle law holds to the energy scale $M^{-1}$.

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