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The Local Semicircle Law for a General Class of Random Matrices

Probability 2013-05-28 v4 Mathematical Physics math.MP

Abstract

We consider a general class of N×NN\times N random matrices whose entries hijh_{ij} 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, maxi,j\E\abshij2\max_{i,j} \E \abs{h_{ij}}^2. As a consequence, we prove the universality of the local nn-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 WN1\enW\gg N^{1-\e_n} with some \en>0\e_n>0 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}
}