English

Operator limit of Wigner matrices I

Probability 2025-06-12 v2 Mathematical Physics Functional Analysis math.MP Statistics Theory Statistics Theory

Abstract

We consider the Wigner matrix WnW_{n} of dimension n×nn \times n as nn \to \infty. The objective of this paper is two folds: first we construct an operator W\mathcal{W} on a suitable Hilbert space H\mathcal{H} and then define a suitable notion of convergence such that the matrices WnW_{n} converge in that notion of convergence to W\mathcal{W}. We further investigate some properties of W\mathcal{W} and H\mathcal{H}. We show that H\mathcal{H} is a nontrivial extension of L2[0,1]L^{2}[0,1] with respect to the Lebesgue measure and the spectral measure of W\mathcal{W} at any function fL2[0,1]f \in L^{2}[0,1] is almost surely the semicircular law.

Keywords

Cite

@article{arxiv.2503.23940,
  title  = {Operator limit of Wigner matrices I},
  author = {Debapratim Banerjee},
  journal= {arXiv preprint arXiv:2503.23940},
  year   = {2025}
}

Comments

First draft. Comments are welcome

R2 v1 2026-06-28T22:40:21.476Z