GOE Statistics for Levy Matrices
Probability
2019-11-13 v3 Mathematical Physics
math.MP
Abstract
In this paper we establish eigenvector delocalization and bulk universality for L\'{e}vy matrices, which are real, symmetric, random matrices whose upper triangular entries are independent, identically distributed -stable laws. First, if and is any energy bounded away from , we show that every eigenvector of corresponding to an eigenvalue near is completely delocalized and that the local spectral statistics of around converge to those of the Gaussian Orthogonal Ensemble (GOE) as tends to . Second, we show for almost all , there exists a constant such that the same statements hold if .
Keywords
Cite
@article{arxiv.1806.07363,
title = {GOE Statistics for Levy Matrices},
author = {Amol Aggarwal and Patrick Lopatto and Horng-Tzer Yau},
journal= {arXiv preprint arXiv:1806.07363},
year = {2019}
}
Comments
76 pages, 1 figure. Version 2: Minor changes in the introduction; Version 3: More detailed exposition, updated references, and a new figure