Random characteristics for Wigner matrices

DOI10.1214/19-ECP278zbMATH Open1427.15038arXiv1906.10677MaRDI QIDQ2279092FDOQ2279092

S. Warzel, Per von Soosten

Publication date: 12 December 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.

Full work available at URL: https://arxiv.org/abs/1906.10677

zbMATH Keywords

Wigner matriceslocal semicircle lawrandom characteristics

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

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Cited In (6)

• On the mean-field equations for ferromagnetic spin systems
• Generalized Wigner surmise for (2×2) random matrices
• Bounds on the norm of Wigner-type random matrices
• Universality of Wigner Random Matrices
• Local law and rigidity for unitary Brownian motion
• Semicircle law and freeness for random matrices with symmetries or correlations

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