Bulk universality for generalized Wigner matrices
成果类型:
Article
署名作者:
Erdos, Laszlo; Yau, Horng-Tzer; Yin, Jun
署名单位:
Harvard University; University of Munich
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-011-0390-3
发表日期:
2012
页码:
341-407
关键词:
orthogonal polynomials
asymptotics
eigenvalues
Respect
density
摘要:
Consider N x N Hermitian or symmetric random matrices H where the distribution of the (i, j) matrix element is given by a probability measure nu (ij) with a subexponential decay. Let be the variance for the probability measure nu (ij) with the normalization property that for all j. Under essentially the only condition that for some constant c > 0, we prove that, in the limit N -> a, the eigenvalue spacing statistics of H 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 M the local semicircle law holds to the energy scale M (-1).
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