Universality for general Wigner-type matrices

DOI10.1007/S00440-016-0740-2MaRDI QIDQ1682491zbMATH OpenOpenAlexWikidataFDO

Authors László Erdős, Torben Krüger, Oskari Heikki Ajanki

Publication date 30 November 2017

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1506.05098

zbMATH Keywords

anisotropic local law eigenvector delocalization local spectral statistics rigidity

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the local eigenvalue distribution of large self-adjoint

N i m e s N

random matrices

m a t h b f H = m a t h b f H^{*}

with centered independent entries. In contrast to previous works the matrix of variances

s_{i j} = m a t h b b E, | h_{i j} |^{2}

is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper [1]. We show that as

N

grows, the resolvent,

m a t h b f G (z) = (m a t h b f H - z)^{- 1}

, converges to a diagonal matrix,

m a t h r m d i a g (m a t h b f m (z))

, where

m a t h b f m (z) = (m_{1} (z), d o t s, m_{N} (z))

solves the vector equation

- 1 / m_{i} (z) = z + s u m_{j} s_{i j} m_{j} (z)

that has been analyzed in [1]. We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes.

Review text

The definition of Wigner matrices goes back to the revolutionary 1958 paper of \textit{E. P. Wigner} [Ann. Math. (2) 67, 325--327 (1958; Zbl 0085.13203)]. Ever since random matrices have attracted considerable attention and the last decade has seen several groundbreaking results. Let \(H=H^*\in\mathbb C^{N\times N}\) be a random \(N\times N\) Hermitian matrix with independent and centered entries. The matrix of variances \(v_{ij} = \mathbb E[|h_{ij}|^2]\) is not assumed to be stochastic, and so the density of states is not Wigner's semicircle law. The authors demonstrate that as the matrix dimension \(N\) tends to infinity, the resolvent \(z\mapsto (H-z)^{-1}\) converges to a diagonal matrix with entries \(m_1(z),\dots,m_N(z)\) satisfying for each \(i\) the equation \[ -m_i(z)^{-1} = z + \sum_{j}v_{ij} m_j(z). \] The latter equation has been analyzed in [``Quadratic vector equations on complex upper half-plane, Preprint, \url{arXiv:1506.05095}] by the first author et al. In this manuscript, the authors prove a local law down to the smallest spectral resolution scale as well as bulk universality for both real symmetric and complex Hermitian symmetry classes.

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