English

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, N×NN \times N random matrices H\textbf{H} whose upper triangular entries are independent, identically distributed α\alpha-stable laws. First, if α(1,2)\alpha \in (1, 2) and ERE \in \mathbb{R} is any energy bounded away from 00, we show that every eigenvector of H\textbf{H} corresponding to an eigenvalue near EE is completely delocalized and that the local spectral statistics of H\textbf{H} around EE converge to those of the Gaussian Orthogonal Ensemble (GOE) as NN tends to \infty. Second, we show for almost all α(0,2)\alpha \in (0, 2), there exists a constant c(α)>0c(\alpha) > 0 such that the same statements hold if E<c(α)|E| < c (\alpha).

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

R2 v1 2026-06-23T02:35:02.337Z