Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization

DOI10.1137/S0040585X97T988496MaRDI QIDQ4641653zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Alexey Naumov, A. N. Tikhomirov

Publication date 18 May 2018

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.07350

zbMATH Keywords

delocalization of eigenvectorsempirical distribution functionlocal semicircle lawrandom matrixrigidity of eigenvaluesspeed of convergenceStieltjes transformsymmetric matrixWigner law

Mathematics Subject Classification ID

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

Abstract: We consider a random symmetric matrix $$ in which the upper triangular entries are independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $mathbbE|X_{11}{|}^{4+delta}=:m{u}_4<infty$ for some $delta>0$. Under these conditions we show that the typical distance between the Stieltjes transform of the empirical spectral distribution (ESD) of the matrix $$ and Wigner's semicircle law is of order $(nv{)}^{-1}$, where $v$ is the distance in the complex plane to the real line. Furthermore we outline applications which are deferred to a subsequent paper, such as the rate of convergence in probability of the ESD to the distribution function of the semicircle law, rigidity of the eigenvalues and eigenvector delocalization.

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Cited in

(13)

• Local law and Tracy-Widom limit for sparse random matrices
• On the local semicircular law for Wigner ensembles
• Bulk universality for generalized Wigner matrices with few moments
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
• On optimal bounds in the local semicircle law under four moment condition
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• Rank-uniform local law for Wigner matrices
• Moment Inequalities for Linear and Nonlinear Statistics
• Rate of convergence for sparse sample covariance matrices
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