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Bulk Universality for Wigner Matrices

Mathematical Physics 2009-10-21 v2 math.MP Probability

Abstract

We consider N×NN\times N Hermitian Wigner random matrices HH where the probability density for each matrix element is given by the density ν(x)=eU(x)\nu(x)= e^{- U(x)}. We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that UC6(\RR)U \in C^6(\RR) with at most polynomially growing derivatives and ν(x)CeCx\nu(x) \le C e^{- C |x|} for xx 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

R2 v1 2026-06-21T13:06:02.251Z