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Related papers: Bulk universality for generalized Wigner matrices

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We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

Mathematical Physics · Physics 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

Probability · Mathematics 2013-05-28 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $\nu(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine…

Mathematical Physics · Physics 2009-10-21 Laszlo Erdos , Sandrine Peche , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

Mathematical Physics · Physics 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…

Mathematical Physics · Physics 2011-09-27 László Erdos , Horng-Tzer Yau , Jun Yin

We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…

Probability · Mathematics 2010-07-01 Laszlo Erdos , Jose Ramirez , Benjamin Schlein , Terence Tao , Van Vu , Horng-Tzer Yau

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Probability · Mathematics 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

In this paper we consider $N \times N$ real generalized Wigner matrices whose entries are only assumed to have finite $(2 + \varepsilon)$-th moment for some fixed, but arbitrarily small, $\varepsilon > 0$. We show that the Stieltjes…

Probability · Mathematics 2019-11-25 Amol Aggarwal

We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L \mathbb Z)^d$, where the entries $h_{xy}=\overline h_{yx}$ are independent centered complex Gaussian random variables with variances…

Probability · Mathematics 2023-10-26 Changji Xu , Fan Yang , Horng-Tzer Yau , Jun Yin

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

Probability · Mathematics 2020-08-20 Yiting Li , Yuanyuan Xu

We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}\Sigma_n^{1/2}A_{m,n}A_{m,n}^*\Sigma_n^{1/2}$ in which $\Sigma_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix…

Mathematical Physics · Physics 2010-01-13 Tatyana Shcherbyna

We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$…

Mathematical Physics · Physics 2008-04-15 T. Shcherbina
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