Universality of local spectral statistics of random matrices

DOI10.1090/S0273-0979-2012-01372-1MaRDI QIDQ4899972zbMATH OpenOpenAlexWikidataFDO

Authors László Erdős, Horng-Tzer Yau

Publication date 10 January 2013

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.4986, http://www.ams.org/journals/bull/2012-49-03/S0273-0979-2012-01372-1

zbMATH Keywords

Dyson Brownian motioneigenvaluesHermitian matricesinvariant ensembleslocal semicircle lawrandom matrixsine kernelTracy-Widom distributionWigner matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Brownian motion (60J65) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the eigenvalue distributions are given by a log-gas with inverse temperature $$, corresponding to the orthogonal, unitary and symplectic ensembles. For $$, there is no matrix model behind this model, but the statistical physics interpretation of the log-gas is still valid for all $$. The universality conjecture for invariant ensembles asserts that the local eigenvalue statistics are independent of $V$. In this article, we review our recent solution to the universality conjecture for both invariant and non-invariant ensembles. We will also demonstrate that the local ergodicity of the Dyson Brownian motion is the intrinsic mechanism behind the universality. Furthermore, we review the solution of Dyson's conjecture on the local relaxation time of the Dyson Brownian motion. Related questions such as delocalization of eigenvectors and local version of Wigner's semicircle law will also be discussed.

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