The Local Semicircle Law for a General Class of Random Matrices
Abstract
We consider a general class of random matrices whose entries are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous results [14] both in the bulk and at the edge. The error bounds are given in terms of the basic small parameter of the model, . As a consequence, we prove the universality of the local -point correlation functions in the bulk spectrum for a class of matrices whose entries do not have comparable variances, including random band matrices with band width with some and with a negligible mean-field component. In addition, we provide a coherent and pedagogical proof of the local semicircle law, streamlining and strengthening previous arguments from [3,4,16].
Keywords
Cite
@article{arxiv.1212.0164,
title = {The Local Semicircle Law for a General Class of Random Matrices},
author = {Laszlo Erdos and Antti Knowles and Horng-Tzer Yau and Jun Yin},
journal= {arXiv preprint arXiv:1212.0164},
year = {2013}
}