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Related papers: Quenched universality for deformed Wigner matrices

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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

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 prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in…

Probability · Mathematics 2015-04-17 Paul Bourgade , Laszlo Erdos , Hong-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 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 consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

We consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred…

Probability · Mathematics 2020-09-17 Giorgio Cipolloni , László Erdős , Dominik Schröder

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…

Mathematical Physics · Physics 2010-04-05 Laszlo Erdos , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

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

Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…

Probability · Mathematics 2012-04-03 Laszlo Erdos , Horng-Tzer Yau

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

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

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

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 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

A well known conjecture of Wigner, Dyson, and Mehta asserts that the (appropriately normalized) $k$-point correlation functions of the eigenvalues of random $n \times n$ Wigner matrices in the bulk of the spectrum converge (in various…

Probability · Mathematics 2011-09-20 Terence Tao , Van Vu

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 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

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 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…

Probability · Mathematics 2011-04-08 Kurt Johansson
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