On the universality of the distribution of the eigenvalues of Wigner random matrices in the bulk of the spectrum

arXiv1711.10438MaRDI QIDQ6294516FDOQ6294516

Authors: Anastasia A. Ruzmaikina 

Publication date: 28 November 2017

Abstract: In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close to the center of the spectrum does not depend on the probability distribution of the entries of the matrix and is the same as for the Gaussian Orthogonal Ensemble. We make only mild smoothness assumptions on the probability distribution of the entries and assume that the probability distribution of the entries decays polynomially with sufficiently large power or faster than polynomially.

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