Local semicircle law under fourth moment condition

DOI10.1007/S10959-019-00907-YzbMATH Open1444.60013arXiv1904.08723OpenAlexW2939274496MaRDI QIDQ785396FDOQ785396

Authors: Friedrich Götze, Alexey Naumov, A. N. Tikhomirov 

Publication date: 6 August 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We consider a random symmetric matrix $$ with upper triangular entries being independent random variables with mean zero and unit variance. Assuming that $ma{x}_{jk}mathbbE|X_{jk}{|}^{4+delta}<infty,delta>0$, it was proved in [G"otze, Naumov and Tikhomirov, Bernoulli, 2018] that with high probability the typical distance between the Stieltjes transforms $m_n(z),z=u+iv$, of the empirical spectral distribution (ESD) and the Stieltjes transforms $m_{sc}(z)$ of the semicircle law is of order $(nv{)}^{-1}logn$. The aim of this paper is to remove $delta>0$ and show that this result still holds if we assume that $ma{x}_{jk}mathbbE|X_{jk}{|}^4<infty$. We also discuss applications to the rate of convergence of the ESD to the semicircle law in the Kolmogorov distance, rates of localization of the eigenvalues around the classical positions and rates of delocalization of eigenvectors.

Full work available at URL: https://arxiv.org/abs/1904.08723

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zbMATH Keywords

Stieltjes transformrate of convergenceStein's methodrigiditydelocalizationempirical spectral distributionlocal semicircle lawWigner's random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Cited In (12)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• On optimal bounds in the local semicircle law under four moment condition
• Fluctuations in local quantum unique ergodicity for generalized Wigner matrices
• On the local semicircular law for Wigner ensembles
• Random matrices: localization of the eigenvalues and the necessity of four moments
• Local semicircle law for Curie-Weiss type ensembles
• Local semicircle law under weak moment conditions
• Optimal multi-resolvent local laws for Wigner matrices
• Rank-uniform local law for Wigner matrices
• Eigenvalues for the minors of Wigner matrices
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
• Rate of convergence for sparse sample covariance matrices

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