Mesoscopic eigenvalue statistics of Wigner matrices
Probability
2018-03-29 v2 Mathematical Physics
math.MP
Abstract
We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.
Cite
@article{arxiv.1603.01499,
title = {Mesoscopic eigenvalue statistics of Wigner matrices},
author = {Yukun He and Antti Knowles},
journal= {arXiv preprint arXiv:1603.01499},
year = {2018}
}
Comments
34 pages