Mesoscopic linear statistics of Wigner matrices of mixed symmetry class

Authors: Yukun He

Abstract: We prove a central limit theorem for the mesoscopic linear statistics of

N i m e s N

Wigner matrices

H

satisfying

m a t h b b E | H_{i j} |^{2} = 1 / N

and

m a t h b b E H_{i j}^{2} = s i g m a / N

, where

s i g m a i n [- 1, 1]

. We show that on all mesoscopic scales

e t a

(

1 / N l l e t a l l 1

), the linear statistics of

H

have a sharp transition at

1 - s i g m a s i m e t a

. As an application, we identify the mesoscopic linear statistics of Dyson's Brownian motion

H_{t}

started from a real symmetric Wigner matrix

H_{0}

at any nonnegative time

t i n [0, i n f t y]

. In particular, we obtain the transition from the central limit theorem for GOE to the one for GUE at time

t s i m e t a

.

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