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

DOI10.1007/S00440-014-0586-4zbMATH Open1330.60014arXiv1311.0326OpenAlexW3104988763MaRDI QIDQ748436FDOQ748436

Claudio Cacciapuoti, Anna Maltsev, B. Schlein

Publication date: 29 October 2015

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

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].

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

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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)

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Cited In (18)

• Gaussian fluctuations of the determinant of Wigner matrices
• Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
• On optimal bounds in the local semicircle law under four moment condition
• Moment Inequalities for Linear and Nonlinear Statistics
• Local laws for non-Hermitian random matrices and their products
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• Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization
• Local semicircle law under weak moment conditions
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• Large deviation theorem for zeros of polynomials and Hermitian random matrices
• Local semicircle law under fourth moment condition
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• On the ubiquity of the Cauchy distribution in spectral problems
• Rank-uniform local law for Wigner matrices
• Maximum of the characteristic polynomial of random unitary matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Local laws for non-Hermitian random matrices
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