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A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

Probability · Mathematics 2022-06-07 David García-Zelada

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…

Probability · Mathematics 2015-05-13 Terence Tao , Van Vu

We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on…

Mathematical Physics · Physics 2009-06-25 László Erdős , Benjamin Schlein , Horng-Tzer Yau

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 the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: a random decreasing sequence of continuous functions of two variables, which at every point has the…

Mathematical Physics · Physics 2016-11-10 Sasha Sodin

In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…

Mathematical Physics · Physics 2011-03-09 Anna Maltsev , Benjamin Schlein

We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

Probability · Mathematics 2023-05-16 Lucas Benigni , Patrick Lopatto

The eigenstate thermalization hypothesis provides a framework for understanding thermalization in isolated quantum many-body systems by characterizing statistical properties of local observables in energy eigenstates. Here we demonstrate…

Statistical Mechanics · Physics 2026-05-11 Pavel Orlov , Rustem Sharipov , Enej Ilievski

We prove the Eigenstate Thermalisation Hypothesis (ETH) for local observables in a typical translation invariant system of quantum spins with mean field interaction. This mathematically verifies the observation made in [L.Santos and…

Statistical Mechanics · Physics 2023-12-22 Shoki Sugimoto , Joscha Henheik , Volodymyr Riabov , László Erdős

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

The Eigenstate Thermalization Hypothesis explains thermalization in isolated quantum systems through the statistical properties of observables in the energy eigenbasis. We investigate the crossover from integrability to chaos in the…

Quantum Physics · Physics 2026-01-15 Shivam Mishra , C Jisha , Ravi Prakash

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

We consider random $d$-regular graphs on $N$ vertices, with degree $d$ at least $(\log N)^4$. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Antti Knowles , Horng-Tzer Yau

We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the…

Mathematical Physics · Physics 2021-07-01 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

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 the $2$-spin spherical Sherrington--Kirkpatrick model whose disorder is given by a deformed Wigner matrix of the form $W+\lambda V$, where $W$ is a Wigner matrix and $V$ is a random diagonal matrix with i.i.d. entries. Assuming…

Probability · Mathematics 2022-10-13 Ji Oon Lee , Yiting Li

Despite the unitary evolution of closed quantum systems, long-time expectation of local observables are well described by thermal ensembles, providing the foundation of quantum statistical mechanics. A promising route to understanding this…

Quantum Physics · Physics 2026-02-03 Yuke Zhang , Pengfei Zhang

We investigate the extent to which the eigenstate thermalization hypothesis~(ETH) is valid or violated in the non-integrable and the integrable spin-$1/2$ XXZ chain. We perform the energy-resolved analysis of the statistical properties of…

Statistical Mechanics · Physics 2021-02-03 Jae Dong Noh

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

The emergence of statistical mechanics for isolated classical systems comes about through chaotic dynamics and ergodicity. Here we review how similar questions can be answered in quantum systems. The crucial point is that individual energy…

Quantum Physics · Physics 2018-07-25 Joshua M. Deutsch