Universality of random matrices and local relaxation flow

DOI10.1007/S00222-010-0302-7MaRDI QIDQ635848zbMATH OpenOpenAlexFDO

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

Publication date 23 August 2011

Published in Inventiones Mathematicae (Search for Journal in Brave)

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

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)

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.

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Cited in

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• Correlated random matrices: band rigidity and edge universality
• Average density of states for Hermitian Wigner matrices
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• Fixed energy universality of Dyson Brownian motion
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• From Boltzmann to random matrices and beyond
• Single eigenvalue fluctuations of general Wigner-type matrices
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