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Universality of Wigner Random Matrices

Mathematical Physics 2017-08-23 v2 math.MP

Abstract

We consider N×NN\times N symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure ν\nu with a subexponential decay. We prove that the local eigenvalue statistics in the bulk of the spectrum for these matrices coincide with those of the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Unitary Ensemble (GUE), respectively, in the limit NN\to \infty. Our approach is based on the study of the Dyson Brownian motion via a related new dynamics, the local relaxation flow. We also show that the Wigner semicircle law holds locally on the smallest possible scales and we prove that eigenvectors are fully delocalized and eigenvalues repel each other on arbitrarily small scales.

Keywords

Cite

@article{arxiv.0909.2691,
  title  = {Universality of Wigner Random Matrices},
  author = {Laszlo Erdos},
  journal= {arXiv preprint arXiv:0909.2691},
  year   = {2017}
}

Comments

Submitted to the Proceedings of ICMP, Prague, 2009

R2 v1 2026-06-21T13:46:26.120Z