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Bulk Universality for Real Matrices with Independent and Identically Distributed Entries

Probability 2024-09-30 v3 Mathematical Physics math.MP

Abstract

We consider real, Gauss-divisible matrices At=A+tBA_{t}=A+\sqrt{t}B, where BB is from the real Ginibre ensemble. We prove that the bulk correlation functions converge to a universal limit for t=O(N1/3+ϵ)t=O(N^{-1/3+\epsilon}) if AA satisfies certain local laws. If A=1N(ξjk)j,k=1NA=\frac{1}{\sqrt{N}}(\xi_{jk})_{j,k=1}^{N} with ξjk\xi_{jk} independent and identically distributed real random variables having zero mean, unit variance and finite moments, the Gaussian component can be removed using local laws proven by Bourgade--Yau--Yin, Alt--Erd\H{o}s--Kr\"{u}ger and Cipolloni--Erd\H{o}s--Schr\"{o}der and the four moment theorem of Tao--Vu.

Keywords

Cite

@article{arxiv.2402.04071,
  title  = {Bulk Universality for Real Matrices with Independent and Identically Distributed Entries},
  author = {Mohammed Osman},
  journal= {arXiv preprint arXiv:2402.04071},
  year   = {2024}
}

Comments

Revised version

R2 v1 2026-06-28T14:40:15.838Z