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.

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