Random characteristics for Wigner matrices

DOI10.1214/19-ECP278MaRDI QIDQ2279092zbMATH OpenFDO

Authors Per von Soosten, S. Warzel

Publication date 12 December 2019

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

Full work available at URL https://arxiv.org/abs/1906.10677, https://projecteuclid.org/euclid.ecp/1576119990

zbMATH Keywords

Wigner matriceslocal semicircle lawrandom characteristics

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
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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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