Bulk universality and related properties of Hermitian matrix models

DOI10.1007/S10955-007-9434-6zbMATH Open1136.15015arXiv0705.1050OpenAlexW3098569187MaRDI QIDQ2473363FDOQ2473363

Authors: M. V. Shcherbina, L. A. Pastur 

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^2$ and locally $C^3$ function (see Theorem ef{t:U.t1}). The proof as our previous proof in cite{Pa-Sh:97} is based on the orthogonal polynomial techniques but does not use asymptotics of orthogonal polynomials. Rather, we obtain the $sin$-kernel as a unique solution of a certain non-linear integro-differential equation that follows from the determinant formulas for the correlation functions of the model. We also give a simplified and strengthened version of paper cite{BPS:95} on the existence and properties of the limiting Normalized Counting Measure of eigenvalues. We use these results in the proof of universality and we believe that they are of independent interest.

Full work available at URL: https://arxiv.org/abs/0705.1050

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zbMATH Keywords

nonlinear integro-differential equationuniversalityrandom matrix ensemblesdeterminant formulaHermitian matrix modelsprobability lawlocal eigenvalue statisticseigenvalue probability densitylimiting normalized counting measureorthogonal polynomial techniques

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Integro-partial differential equations (45K05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited In (48)

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• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
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• UNIFIED DESCRIPTION OF CORRELATORS IN NON-GAUSSIAN PHASES OF HERMITIAN MATRIX MODEL
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• On universality of bulk local regime of the Hermitian sample covariance matrices
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