Fixed energy universality for generalized Wigner matrices
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Abstract: We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in the energy parameter or they hold only for Hermitian matrices if the energy parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion and show that microscopic universality follows from mesoscopic statistics.
The main result is to prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for real symmetric and Hermitian Wigner matrices. The general assumptions on the entries of the matrices are relatively low: mainly i.i.d. conditions with a typical variance for each entry of order \(N^{-1}\). Though fixed energy universality theorems already existed for Hermitian matrices in the literature, the real symmetric case is proved to be more challenging and it is the main contribution of this article to propose a proof in this setting. Apart from the result itself, the second great interest of the article is to provide a new approach on the problem with a new strategy to prove the result involving the Dyson Brownian motion. In particular, this method could be used in other contexts and may interest many experts in the field. For their purposes, the authors efficiently use a combination of tools arising in probability, analysis and stochastic differential equations that require a solid background on those fields. Thus, the article may appear technical but since each step is properly detailed, it still remains accessible and pleasant to read.
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