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arXiv · 1603.01499

Mesoscopic eigenvalue statistics of Wigner matrices

Yukun He·Antti Knowles
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Abstract

We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.

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Yukun He, Antti Knowles. 2016-03-04. Mesoscopic eigenvalue statistics of Wigner matrices. https://arxiv.org/abs/1603.01499

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