On universality for orthogonal ensembles of random matrices
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Random matrices (algebraic aspects) (15B52) Probability theory on linear topological spaces (60B11) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
Abstract: We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the matrix reproducing kernel. The key idea of the proof is to represent the differentiation operator matrix written in the basis of orthogonal polynomials as a product of a positive Toeplitz matrix and a two diagonal skew symmetric Toeplitz matrix.
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- scientific article; zbMATH DE number 2141052
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- Universal structure and universal equations (PDE) for unitary ensembles
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- On the \(1/n\) expansion for some unitary invariant ensembles of random matrices
- Bulk Universality for Unitary Matrix Models
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