Quenched universality for deformed Wigner matrices (Q2689439)
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scientific article; zbMATH DE number 7661876
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| English | Quenched universality for deformed Wigner matrices |
scientific article; zbMATH DE number 7661876 |
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Quenched universality for deformed Wigner matrices (English)
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10 March 2023
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It is considered real and complex Wigner matrices, i.e. Hermitian \(N\times N\) random matrices \(H = H^{\ast}\) with independent identically distributed (i.i.d.) entries. It is proved a strengthening of the Wigner-Dyson-Mehta conjecture for the bulk of Wigner matrices \(H\), namely that with high probability the sampling of eigenvalues within a single fixed Wigner matrix generates the Wigner-Dyson-Mehta universality. The main results are on the quenched (bulk) universality of monoparametric random matrices \[ H^{x} := H + x A \] for general deterministic Hermitian matrices \(A\) of the same symmetry class as \(H\), and independent scalar random variables \(x\), using the randomness of \(x\) for any fixed Wigner matrix \(H\) from a high probability set.
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Wigner matrix
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global law
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local law
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random matrices
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Dyson Brownian motion
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0.9482234
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0.90943396
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