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

bulk universalitycorrelation functioneigenvaluerandom band matrixrandom matrix theorysemi-circle lawsine kernelspectrumWigner matrices

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 $M^{-1}$.

Recommendations

• Bulk universality for Wigner matrices
• Bulk universality for generalized Wigner matrices with few moments
• Bulk universality for deformed Wigner matrices
• Universality for general Wigner-type matrices
• The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
• Fixed energy universality for generalized Wigner matrices
• Universality for generalized Wigner matrices with Bernoulli distribution
• Universality of Wigner Random Matrices
• A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
• Bulk universality for Wigner Hermite matrices with subexponential decay

Cites work

• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• A CLT for a band matrix model
• Bulk universality and related properties of Hermitian matrix models
• Bulk universality for Wigner Hermite matrices with subexponential decay
• Bulk universality for Wigner matrices
• Correlations between eigenvalues of a random matrix
• Correlations of nearby levels induced by a random potential
• Density of states for random band matrices
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• scientific article; zbMATH DE number 5994989 (Why is no real title available?)
• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 520220 (Why is no real title available?)
• scientific article; zbMATH DE number 1464566 (Why is no real title available?)
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• Local semicircle law and complete delocalization for Wigner random matrices
• On the density of Eigenvalues of a random matrix
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Random covariance matrices: universality of local statistics of eigenvalues
• Random matrices: universality of local eigenvalue statistics
• Random matrix theory. Invariant ensembles and universality
• Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
• Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model
• Spectral norm of random matrices
• The local relaxation flow approach to universality of the local statistics for random matrices
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• Universality for generalized Wigner matrices with Bernoulli distribution
• Universality of local eigenvalue statistics for some sample covariance matrices
• Universality of random matrices and local relaxation flow
• Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
• Wegner Estimate and Level Repulsion for Wigner Random Matrices

Cited in

(only showing first 100 items - show all)

• Fast community detection by SCORE
• Isotropic self-consistent equations for mean-field random matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Universality for general Wigner-type matrices
• Complex outliers of Hermitian random matrices
• Universality for random matrix flows with time-dependent density
• Stability of the matrix Dyson equation and random matrices with correlations
• Bulk universality for generalized Wigner matrices with few moments
• Fixed energy universality of Dyson Brownian motion
• Local inhomogeneous circular law
• Universality for 1d random band matrices: sigma-model approximation
• Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
• Eigenvector distribution of Wigner matrices
• Stein's method in high dimensions with applications
• Extremal eigenvalues of sample covariance matrices with general population
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices
• Rank-one multi-reference factor analysis
• Universality for 1d random band matrices
• Eigenvector statistics of Lévy matrices
• On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Universality of the least singular value for the sum of random matrices
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Optimal delocalization for generalized Wigner matrices
• Eigenvalues for the minors of Wigner matrices
• Optimal multi-resolvent local laws for Wigner matrices
• High dimensional normality of noisy eigenvectors
• Delocalization and quantum diffusion of random band matrices in high dimensions. II: \(T\)-expansion
• Fluctuations in local quantum unique ergodicity for generalized Wigner matrices
• SUSY transfer matrix approach for the real symmetric 1d random band matrices
• Extreme gaps between eigenvalues of Wigner matrices
• Wigner and Wishart ensembles for sparse Vinberg models
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• Local law and Tracy-Widom limit for sparse stochastic block models
• Spectral statistics of sparse Erdős-Rényi graph Laplacians
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• Mesoscopic eigenvalue density correlations of Wigner matrices
• Edge rigidity and universality of random regular graphs of intermediate degree
• Dyson Brownian motion for general and potential at the edge
• Comparison theorem for some extremal eigenvalue statistics
• Delocalization transition for critical Erdős-Rényi graphs
• Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
• Local spectral statistics of the addition of random matrices
• Gaussian fluctuations of the determinant of Wigner matrices
• Bulk universality for Wigner Hermite matrices with subexponential decay
• Diffusion profile for random band matrices: a short proof
• Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs
• Tracy-Widom limit for Kendall's tau
• Random band matrices in the delocalized phase. II: Generalized resolvent estimates
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• Universality for the largest eigenvalue of sample covariance matrices with general population
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction
• Convergence of local statistics of Dyson Brownian motion
• Local single ring theorem on optimal scale
• Local Kesten-McKay law for random regular graphs
• Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
• The local relaxation flow approach to universality of the local statistics for random matrices
• A necessary and sufficient condition for edge universality of Wigner matrices
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• On the second mixed moment of the characteristic polynomials of 1D band matrices
• Universality of covariance matrices
• Universality of the local regime for the block band matrices with a finite number of blocks
• The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case
• Extremal eigenvalues and eigenvectors of deformed Wigner matrices
• On the principal components of sample covariance matrices
• Random band matrices in the delocalized phase. III: Averaging fluctuations
• Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
• Quenched universality for deformed Wigner matrices
• Exponential growth of random determinants beyond invariance
• Airy point process via supersymmetric lifts
• On the universality of the non-singularity of general Ginibre and Wigner random matrices
• Fixed energy universality for generalized Wigner matrices
• Local stability of the free additive convolution
• Optimal bounds for convergence of expected spectral distributions to the semi-circular law
• Beyond universality in random matrix theory
• Universality of Wigner Random Matrices
• Universality of local eigenvalue statistics in random matrices with external source
• On the semicircular law of large-dimensional random quaternion matrices
• Eigenvectors of a matrix under random perturbation
• Transfer matrix approach to 1D random band matrices: density of states
• The local semicircle law for random matrices with a fourfold symmetry
• Random weighted projections, random quadratic forms and random eigenvectors
• Bulk universality of sparse random matrices
• Delocalization and diffusion profile for random band matrices
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Local eigenvalue density for general MANOVA matrices
• Averaging fluctuations in resolvents of random band matrices
• The local semicircle law for a general class of random matrices
• Local circular law for random matrices
• The local circular law. II: The edge case
• Random covariance matrices: universality of local statistics of eigenvalues
• The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
• A central limit theorem for the determinant of a Wigner matrix
• Edge universality of beta ensembles
• Sparse general Wigner-type matrices: local law and eigenvector delocalization
• Random matrices with slow correlation decay
• The local circular law. III: General case
• Wigner’s semicircle law for band random matrices
• Universality of local spectral statistics of random matrices

This page was built for publication: Bulk universality for generalized Wigner matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1930864)