Universality for general Wigner-type matrices
Probability
2017-08-09 v3
Abstract
We consider the local eigenvalue distribution of large self-adjoint random matrices with centered independent entries. In contrast to previous works the matrix of variances is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper [1]. We show that as grows, the resolvent, , converges to a diagonal matrix, , where solves the vector equation that has been analyzed in [1]. We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes.
Cite
@article{arxiv.1506.05098,
title = {Universality for general Wigner-type matrices},
author = {Oskari Ajanki and Laszlo Erdos and Torben Krüger},
journal= {arXiv preprint arXiv:1506.05098},
year = {2017}
}
Comments
Changes in version 3: The format of pictures was changed to resolve a conflict with certain pdf viewers