Bounds for the Stieltjes transform and the density of states of Wigner matrices

DOI10.1007/S00440-014-0586-4MaRDI QIDQ748436zbMATH OpenOpenAlexFDO

Authors Claudio Cacciapuoti, B. Schlein, Anna Maltsev

Publication date 29 October 2015

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.0326

zbMATH Keywords

rate of convergencerandom matricesWigner matricesrigidity of the eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random linear operators (47B80) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Abstract: We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the semicircle law on optimal scales and with the optimal rate. Our bounds improve previous results, in particular from [22,10], by removing the logarithmic corrections. As applications, we establish the convergence of the eigenvalue counting functions with the rate $(logN)/N$ and the rigidity of the eigenvalues of Wigner matrices on the same scale. These bounds improve the results of [22,10,23].

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