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Related papers: Bulk universality for deformed Wigner matrices

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We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

Probability · Mathematics 2025-09-24 Albert Zhang

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

Probability · Mathematics 2023-09-08 Giorgio Cipolloni , László Erdős , Dominik Schröder

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

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

Probability · Mathematics 2025-12-19 Sofiia Dubova , Fan Yang , Horng-Tzer Yau , Jun Yin

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

Probability · Mathematics 2014-07-24 Laszlo Erdos

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…

Probability · Mathematics 2019-10-23 Giorgio Cipolloni , László Erdős , Torben Krüger , Dominik Schröder

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…

Mathematical Physics · Physics 2015-01-20 A. B. J. Kuijlaars

We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…

Mathematical Physics · Physics 2017-01-12 Kevin Truong , Alexander Ossipov

We consider a Hamiltonian $ H = H_0+ V $, in which $ H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states typically exhibits only square root edge or cubic root cusp…

Probability · Mathematics 2024-11-05 László Erdős , Joscha Henheik , Volodymyr Riabov

We consider the block band matrices, i.e. the Hermitian matrices $H_N$, $N=|\Lambda|W$ with elements $H_{jk,\alpha\beta}$, where $j,k \in\Lambda=[1,m]^d\cap \mathbb{Z}^d$ (they parameterize the lattice sites) and $\alpha, \beta= 1,\ldots,…

Mathematical Physics · Physics 2015-06-17 Tatyana Shcherbina

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 deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…

Mathematical Physics · Physics 2015-05-27 Tatyana Shcherbina

We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue…

Probability · Mathematics 2012-05-23 Antti Knowles , Jun Yin

We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…

Mathematical Physics · Physics 2019-10-09 Mariya Shcherbina , Tatyana Shcherbina

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the…

Probability · Mathematics 2025-06-10 László Erdős , Volodymyr Riabov