Related papers: Global fluctuation formulas and universal correlat…
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…
We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…
The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the…
The smoothed correlation function for the eigenvalues of large hermitian matrices, derived recently by Brezin and Zee [Nucl. Phys. B402 (1993) 613], is generalized to all random-matrix ensembles of Wigner-Dyson type. Submitted to Nuclear…
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…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
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…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
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…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We derive an analytical formula for the covariance $\mathrm{Cov}(A,B)$ of two smooth linear statistics $A=\sum_i a(\lambda_i)$ and $B=\sum_i b(\lambda_i)$ to leading order for $N\to\infty$, where $\{\lambda_i\}$ are the $N$ real eigenvalues…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…
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…
We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…