The local semicircle law for a general class of random matrices

DOI10.1214/EJP.V18-2473zbMATH Open1373.15053OpenAlexW1979541448MaRDI QIDQ388935FDOQ388935

Authors László Erdős, Antti Knowles, Horng-Tzer Yau, Jun Yin 

Publication date 17 January 2014

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

Full work available at URL https://arxiv.org/abs/1212.0164

zbMATH Keywords

universalityrandom band matrixlocal semicircle laweigenvalue rigidity

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider a general class of $NimesN$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous results [14] both in the bulk and at the edge. The error bounds are given in terms of the basic small parameter of the model, $ma{x}_{i,j}Eabs{h_{ij}}^2$. As a consequence, we prove the universality of the local $n$-point correlation functions in the bulk spectrum for a class of matrices whose entries do not have comparable variances, including random band matrices with band width $Wgg{N}^{1-e_n}$ with some $e_n>0$ and with a negligible mean-field component. In addition, we provide a coherent and pedagogical proof of the local semicircle law, streamlining and strengthening previous arguments from [3,4,16].

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