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Universality for general Wigner-type matrices

Probability 2017-08-09 v3

Abstract

We consider the local eigenvalue distribution of large self-adjoint N×NN\times N random matrices H=H\mathbf{H}=\mathbf{H}^* with centered independent entries. In contrast to previous works the matrix of variances sij=Ehij2s_{ij} = \mathbb{E}\, |h_{ij}|^2 is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper [1]. We show that as NN grows, the resolvent, G(z)=(Hz)1\mathbf{G}(z)=(\mathbf{H}-z)^{-1}, converges to a diagonal matrix, diag(m(z)) \mathrm{diag}(\mathbf{m}(z)) , where m(z)=(m1(z),,mN(z))\mathbf{m}(z)=(m_1(z),\dots,m_N(z)) solves the vector equation 1/mi(z)=z+jsijmj(z) -1/m_i(z) = z + \sum_j s_{ij} m_j(z) that has been analyzed in [1]. We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes.

Keywords

Cite

@article{arxiv.1506.05098,
  title  = {Universality for general Wigner-type matrices},
  author = {Oskari Ajanki and Laszlo Erdos and Torben Krüger},
  journal= {arXiv preprint arXiv:1506.05098},
  year   = {2017}
}

Comments

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R2 v1 2026-06-22T09:54:47.774Z