The spectral edge of some random band matrices

DOI10.4007/ANNALS.2010.172.2223MaRDI QIDQ624933zbMATH OpenOpenAlexFDO

Authors Sasha Sodin

Publication date 11 February 2011

Published in Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.4047

zbMATH Keywords

random walkeigenvaluesspectral measureHermitian matricesAiry point processrandom band matricesTracy-Widom lawnon-backtracking paths

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the band is sufficiently wide (W >> N^{5/6}.) Otherwise, a different limiting distribution appears.

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