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arXiv · 1001.3453

Bulk universality for generalized Wigner matrices

Laszlo Erdos·Horng-Tzer Yau·Jun Yin
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Abstract

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $ν_{ij}$ with a subexponential decay. Let $σ_{ij}^2$ be the variance for the probability measure $ν_{ij}$ with the normalization property that $\sum_{i} σ^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N σ_{ij}^2 \le c^{-1}$ for some constant $c>0$, we prove that, in the limit $N \to \infty$, 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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Laszlo Erdos, Horng-Tzer Yau, Jun Yin. 2011-09-25. Bulk universality for generalized Wigner matrices. https://arxiv.org/abs/1001.3453

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