Mesoscopic eigenvalue statistics of Wigner matrices
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Abstract: We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.
Let \(H\) be an \(N\times N\) Wigner matrix normalized so that as \(N\to\infty\) its spectrum converges to the interval \([-2, 2]\). The authors study linear eigenvalue statistics of \(H\) of the form \(\operatorname{Tr} f(\frac{H-E}{\eta})\), where \(f\) is a test function, \(E\in (-2, 2)\) a fixed reference energy inside the bulk spectrum, and \(\eta\) an \(N\)-independent spectral scale. The mesoscopic regime is when \(N^{-1}<<\eta<<1\). It is shown that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, that is, scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.
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