Local semicircle law and complete delocalization for Wigner random matrices

DOI10.1007/S00220-008-0636-9MaRDI QIDQ731338zbMATH OpenOpenAlexFDO

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

Publication date 2 October 2009

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.0542

zbMATH Keywords

eigenvaluerandom matricesLocal Semicircle Law

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random matrices (probabilistic aspects) (60B20) Classical equilibrium statistical mechanics (general) (82B05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider $NimesN$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the distribution of the single matrix element, we prove that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales $etagg{N}^{-1}(logN{)}^8$. Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. We also prove that for all eigenvalues away from the spectral edges, the $el{l}^{i}nfty$-norm of the corresponding eigenvectors is of order $O(N^{-1/2})$, modulo logarithmic corrections. The upper bound $O(N^{-1/2})$ implies that every eigenvector is completely delocalized, i.e., the maximum size of the components of the eigenvector is of the same order as their average size. In the Appendix, we include a lemma by J. Bourgain which removes one of our assumptions on the distribution of the matrix elements.

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• Delocalization and diffusion profile for random band matrices
• On concentration of empirical measures and convergence to the semi-circle law
• Convergence and asymptotic approximations to universal distributions in probability
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• Delocalization for a class of random block band matrices
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