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Related papers: A Wegner estimate for Wigner matrices

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We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier…

Probability · Mathematics 2024-12-18 Giorgio Cipolloni , László Erdős , Joscha Henheik

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2015-05-27 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We study discrete alloy-type random Schr\"odinger operators on $\ell^2(\mathbb{Z}^d)$. Wegner estimates are bounds on the average number of eigenvalues in an energy interval of finite box restrictions of these types of operators. If the…

Spectral Theory · Mathematics 2015-05-19 Ivan Veselić

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

Probability · Mathematics 2015-06-26 Alexander Soshnikov

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

Probability · Mathematics 2013-08-13 Terence Tao , Van Vu

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

We prove some abstract Wegner bounds for random self-adjoint operators. Applications include elementary proofs of Wegner estimates for discrete and continuous Anderson Hamiltonians with possibly sparse potentials, as well as Wegner bounds…

Mathematical Physics · Physics 2014-02-14 Mostafa Sabri

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

Probability · Mathematics 2012-09-03 Terence Tao

We consider Gaussian ensembles of m N x N complex matrices. We identify an enhanced symmetry in the system and the resultant closed subsector, which is naturally associated with the radial sector of the theory. The density of radial…

High Energy Physics - Theory · Physics 2015-05-28 Mthokozisi Masuku , João P. Rodrigues

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…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…

Mathematical Physics · Physics 2014-12-05 Claudio Cacciapuoti , Anna Maltsev , Benjamin Schlein

On the one hand, we prove that almost surely, for large dimension, there is no eigenvalue of a Hermitian polynomial in independent Wigner and deterministic matrices, in any interval lying at some distance from the supports of a sequence of…

Probability · Mathematics 2017-09-20 Serban Belinschi , Mireille Capitaine

We study the eigenvectors of generalized Wigner matrices with subexponential entries and prove that they delocalize at the optimal rate with overwhelming probability. We also prove high probability delocalization bounds with sharp…

Probability · Mathematics 2021-09-10 Lucas Benigni , Patrick Lopatto

We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let $v$ be the top eigenvector of an $N\times N$ Wigner matrix. Suppose that $k$ randomly chosen entries of the matrix are resampled,…

Probability · Mathematics 2020-03-03 Charles Bordenave , Gábor Lugosi , Nikita Zhivotovskiy

In this article we consider the spectrum of a Laplacian matrix, also known as the Markov matrix, under the independence assumption. We assume that the entries have a variance profile. Motivated by recent works on generalized Wigner matrices…

Probability · Mathematics 2021-07-13 Anirban Chatterjee , Rajat Subhra Hazra

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Mathematical Physics · Physics 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…

Probability · Mathematics 2020-08-11 Yizhe Zhu

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

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 establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on fine asymptotics of the variance of the eigenvalue counting function of GUE matrices due to Gustavsson.…

Probability · Mathematics 2013-01-14 Hanna Doering , Peter Eichelsbacher