The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices

DOI10.1214/EJP.V16-944zbMATH Open1245.15041arXiv1101.5707OpenAlexW2044487847WikidataQ122983033 ScholiaQ122983033MaRDI QIDQ428571FDOQ428571

Van Vu, Terence Tao

Publication date: 22 June 2012

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

Abstract: A well known conjecture of Wigner, Dyson, and Mehta asserts that the (appropriately normalized) $k$-point correlation functions of the eigenvalues of random $nimesn$ Wigner matrices in the bulk of the spectrum converge (in various senses) to the $k$-point correlation function of the Dyson sine process in the asymptotic limit $noinfty$. There has been much recent progress on this conjecture, in particular it has been established under a wide variety of decay, regularity, and moment hypotheses on the underlying atom distribution of the Wigner ensemble, and using various notions of convergence. Building upon these previous results, we establish new instances of this conjecture with weaker hypotheses on the atom distribution and stronger notions of convergence. In particular, assuming only a finite moment condition on the atom distribution, we can obtain convergence in the vague sense, and assuming an additional regularity condition, we can upgrade this convergence to locally $L^1$ convergence.

Full work available at URL: https://arxiv.org/abs/1101.5707

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zbMATH Keywords

random matricesuniversality

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

Cited In (20)

• Bulk universality for generalized Wigner matrices
• Universality of local spectral statistics of random matrices
• Bulk universality for Wigner Hermite matrices with subexponential decay
• Bernoulli random matrices
• Large deviation principles via spherical integrals
• Eigenvectors of random matrices: A survey
• On convergence of points to limiting processes, with an application to zeta zeros
• On the semicircular law of large-dimensional random quaternion matrices
• On the limit of extreme eigenvalues of large dimensional random quaternion matrices
• Stability of the matrix Dyson equation and random matrices with correlations
• Random matrix theory and its applications
• Average density of states for Hermitian Wigner matrices
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• On the ubiquity of the Cauchy distribution in spectral problems
• Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
• Fixed energy universality for generalized Wigner matrices
• Universality of local eigenvalue statistics in random matrices with external source
• Bulk universality for generalized Wigner matrices with few moments
• Quenched universality for deformed Wigner matrices
• Random matrices: tail bounds for gaps between eigenvalues

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