Related papers: The Wigner-Dyson-Mehta bulk universality conjectur…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
The distribution function of the local density of states is computed exactly for the Wigner-Dyson ensemble of random Hamiltonians. In the absence of time-reversal symmetry, precise agreement is obtained with the "supersymmetry" theory by…
In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…
We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…
We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…
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…
Let $U_n=[u_{i,j}]$ be the eigenvectors matrix of a Wigner matrix. We prove that under some moments conditions, the bivariate random process indexed by $[0,1]^2$ with value at $(s,t)$ equal to the sum, over $1\le i \le ns$ and $1\le j \le…
We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…
We consider the general Wigner function for a particle confined to a finite interval and subject to Dirichlet boundary conditions. We derive the boundary corrections to the "star-genvalue" equation and to the time evolution equation. These…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…
We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…
We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
We consider generalized Wigner ensembles and general beta-ensembles with analytic potentials for any beta larger than 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk…
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…
Dyson's integration theorem is widely used in the computation of eigenvalue correlation functions in Random Matrix Theory. Here we focus on the variant of the theorem for determinants, relevant for the unitary ensembles with Dyson index…
We prove convergence of eigenvector processes of the form $(\sqrt{N}\langle \mathbf{u}_k,A_t\mathbf{u}_k\rangle)_{t\in[0,1]}$ where $\mathbf{u}_k$ is a bulk eigenvector of generalized Wigner matrices and $(A_t)$ a family of symmetric…