English

Local semicircle law and complete delocalization for Wigner random matrices

Mathematical Physics 2009-11-13 v4 math.MP Probability

Abstract

We consider N×NN\times N Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the distribution of the single matrix element, we prove that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales ηN1(logN)8\eta \gg N^{-1} (\log N)^8. Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. We also prove that for all eigenvalues away from the spectral edges, the \ell^\infty-norm of the corresponding eigenvectors is of order O(N1/2)O(N^{-1/2}), modulo logarithmic corrections. The upper bound O(N1/2)O(N^{-1/2}) implies that every eigenvector is completely delocalized, i.e., the maximum size of the components of the eigenvector is of the same order as their average size. In the Appendix, we include a lemma by J. Bourgain which removes one of our assumptions on the distribution of the matrix elements.

Keywords

Cite

@article{arxiv.0803.0542,
  title  = {Local semicircle law and complete delocalization for Wigner random matrices},
  author = {Laszlo Erdos and Benjamin Schlein and Horng-Tzer Yau},
  journal= {arXiv preprint arXiv:0803.0542},
  year   = {2009}
}

Comments

14 pages, LateX file. An appendix by J. Bourgain was added. Final version, to appear in Comm. Math. Phys

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