Related papers: Eigenstate thermalisation at the edge for Wigner m…
We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, 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…
According to the eigenstate thermalization hypothesis (ETH), even isolated quantum systems can thermalize because the eigenstate-to-eigenstate fluctuations of typical observables vanish in the limit of large systems. Of course, isolated…
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…
We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…
We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…
We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…
We study the local semicircle law for Gaussian $\beta$-ensembles at the edge of the spectrum. We prove that at the almost optimal level of $n^{-2/3+\epsilon}$, the local semicircle law holds for all $\beta \geq 1$ at the edge. The proof of…
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
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…
In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…
The Eigenstate Thermalization Hypothesis (ETH) was developed as a framework for understanding how the principles of statistical mechanics emerge in the long-time limit of isolated quantum many-body systems. Since then, ETH has shifted the…
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…
A strongly non-integrable system is expected to satisfy the eigenstate thermalization hypothesis, which states that the expectation value of an observable in an energy eigenstate is the same as the thermal value. This must be revised if the…
We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the…
The Eigenstate Thermalization Hypothesis (ETH) explains emergence of the thermodynamic equilibrium by assuming a particular structure of observable's matrix elements in the energy eigenbasis. Schematically, it postulates that off-diagonal…
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of the largest eigenvalues for random matrices. Bai and Yin…
We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…
We derive new general expressions for the fluctuating electromagnetic field outside a homogeneous material surface. The analysis is based on general results from the thermodynamics of irreversible processes, and requires no consideration of…