English

Random matrices, log-gases and Holder regularity

Probability 2014-07-24 v2

Abstract

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory, were combined in the solution. We also show related results for log-gases that represent a universal model for strongly correlated systems. Finally, in the spirit of Wigner's original vision, we discuss the extensions of these universality results to more realistic physical systems such as random band matrices.

Keywords

Cite

@article{arxiv.1407.5752,
  title  = {Random matrices, log-gases and Holder regularity},
  author = {Laszlo Erdos},
  journal= {arXiv preprint arXiv:1407.5752},
  year   = {2014}
}

Comments

Proceedings of ICM 2014

R2 v1 2026-06-22T05:09:34.439Z