English

Bulk universality for generalized Wigner matrices

Mathematical Physics 2011-09-27 v8 math.MP Probability

Abstract

Consider N×NN\times N Hermitian or symmetric random matrices HH where the distribution of the (i,j)(i,j) matrix element is given by a probability measure νij\nu_{ij} with a subexponential decay. Let σij2\sigma_{ij}^2 be the variance for the probability measure νij\nu_{ij} with the normalization property that iσij2=1\sum_{i} \sigma^2_{ij} = 1 for all jj. Under essentially the only condition that cNσij2c1c\le N \sigma_{ij}^2 \le c^{-1} for some constant c>0c>0, we prove that, in the limit NN \to \infty, the eigenvalue spacing statistics of HH in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth MM the local semicircle law holds to the energy scale M1M^{-1}.

Keywords

Cite

@article{arxiv.1001.3453,
  title  = {Bulk universality for generalized Wigner matrices},
  author = {Laszlo Erdos and Horng-Tzer Yau and Jun Yin},
  journal= {arXiv preprint arXiv:1001.3453},
  year   = {2011}
}

Comments

Appendix B is simplified; an extra Assumption IV was added to Thm 6.2. On Sep 17, 2011 a small error in the conditions of Lemma 7.8 was fixed and the proof of Lemma 7.5 in pages 38-39 adjusted

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