Bulk universality for generalized Wigner matrices
Abstract
Consider Hermitian or symmetric random matrices where the distribution of the matrix element is given by a probability measure with a subexponential decay. Let be the variance for the probability measure with the normalization property that for all . Under essentially the only condition that for some constant , we prove that, in the limit , the eigenvalue spacing statistics of in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth the local semicircle law holds to the energy scale .
Cite
@article{arxiv.1001.3453,
title = {Bulk universality for generalized Wigner matrices},
author = {Laszlo Erdos and Horng-Tzer Yau and Jun Yin},
journal= {arXiv preprint arXiv:1001.3453},
year = {2011}
}
Comments
Appendix B is simplified; an extra Assumption IV was added to Thm 6.2. On Sep 17, 2011 a small error in the conditions of Lemma 7.8 was fixed and the proof of Lemma 7.5 in pages 38-39 adjusted