Bulk Universality for Wigner Matrices
Mathematical Physics
2009-10-21 v2 math.MP
Probability
Abstract
We consider Hermitian Wigner random matrices where the probability density for each matrix element is given by the density . We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that with at most polynomially growing derivatives and for large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.
Keywords
Cite
@article{arxiv.0905.4176,
title = {Bulk Universality for Wigner Matrices},
author = {Laszlo Erdos and Sandrine Peche and Jose A. Ramirez and Benjamin Schlein and Horng-Tzer Yau},
journal= {arXiv preprint arXiv:0905.4176},
year = {2009}
}
Comments
23 pages, 1 figure. An error in the previous version has been corrected