Universality of Wigner Random Matrices

MaRDI QIDQ3059358zbMATH OpenFDO

Authors László Erdős

Publication date 8 December 2010

Full work available at URL https://arxiv.org/abs/0909.2691

zbMATH Keywords

Dyson Brownian motionWigner random matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We consider $NimesN$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $u$ with a subexponential decay. We prove that the local eigenvalue statistics in the bulk of the spectrum for these matrices coincide with those of the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Unitary Ensemble (GUE), respectively, in the limit $Noinfty$. Our approach is based on the study of the Dyson Brownian motion via a related new dynamics, the local relaxation flow. We also show that the Wigner semicircle law holds locally on the smallest possible scales and we prove that eigenvectors are fully delocalized and eigenvalues repel each other on arbitrarily small scales.

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Cited in

(39)

• Universality at the edge of the spectrum in Wigner random matrices.
• Universality for random matrix flows with time-dependent density
• A renormalisation group approach to the universality of Wigner's semicircle law for random matrices with dependent entries
• Derivation of Wigner's semi-circle law for a class of matrix ensembles via Brownian motion
• Bulk universality for generalized Wigner matrices
• Extremal eigenvalues of sample covariance matrices with general population
• Eigenvalues for the minors of Wigner matrices
• Extreme gaps between eigenvalues of Wigner matrices
• Cusp universality for random matrices. II: The real symmetric case
• Random characteristics for Wigner matrices
• A transportation approach to universality in random matrix theory
• Mesoscopic eigenvalue statistics of Wigner matrices
• The local relaxation flow approach to universality of the local statistics for random matrices
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• Universality of the distribution functions of random matrix theory
• Some remarks on the eigenvalue spectrum of a large symmetric Wigner random-sign matrix.
• Fixed energy universality for generalized Wigner matrices
• Universality of Wigner random matrices: a survey of recent results
• Wigner matrices
• CLT for spectra of submatrices of Wigner random matrices. II: Stochastic evolution
• Bulk universality for Wigner matrices
• The local semicircle law for a general class of random matrices
• Generalized Wigner surmise for (2×2) random matrices
• The eigenvector moment flow and local quantum unique ergodicity
• Universality in several-matrix models via approximate transport maps
• Bounds on the norm of Wigner-type random matrices
• Two short pieces around the Wigner problem
• Universality for a global property of the eigenvectors of Wigner matrices
• Universality for random matrices and log-gases
• Random Schrödinger operators on long boxes, noise explosion and the GOE
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
• Universality of random matrices and local relaxation flow
• Universality for generalized Wigner matrices with Bernoulli distribution
• Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation
• Universal eigenvalue statistics for dynamically defined matrices
• Rigidity of eigenvalues of generalized Wigner matrices
• Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
• GOE statistics for Lévy matrices
• Gaussian fluctuations of eigenvalues in Wigner random matrices

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