Universality of random matrices and local relaxation flow

DOI10.1007/S00222-010-0302-7zbMATH Open1225.15033arXiv0907.5605OpenAlexW2046101132MaRDI QIDQ635848FDOQ635848

Authors: László Erdős, B. Schlein, Horng-Tzer Yau 

Publication date: 23 August 2011

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Abstract: We consider $NimesN$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $u$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the spectrum for these matrices and for GOE are the same in the limit $Noinfty$. Our approach is based on the study of the Dyson Brownian motion via a related new dynamics, the local relaxation flow.

Full work available at URL: https://arxiv.org/abs/0907.5605

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zbMATH Keywords

random matricesGaussian unitary ensembleWigner matricesDyson Brownian motionbulk universalityGaussian orthogonal ensembleeigenvalue spacing statisticsGaussian divisible ensembleHamiltonian and symmetric ensembles

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (only showing first 100 items - show all)

• The local semicircle law for random matrices with a fourfold symmetry
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• Gaussian fluctuations of the determinant of Wigner matrices
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• Bernoulli random matrices
• Fluctuations at the edges of the spectrum of the full rank deformed GUE
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• Edge universality for deformed Wigner matrices
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• From Boltzmann to random matrices and beyond
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• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
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