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arXiv · 1811.04055

Cusp Universality for Random Matrices II: The Real Symmetric Case

Giorgio Cipolloni·László Erdős·Torben Krüger·Dominik Schröder
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Abstract

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the complex Hermitian symmetry class, this completes the last remaining case of the Wigner-Dyson-Mehta universality conjecture after bulk and edge universalities have been established in the last years. We extend the recent Dyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp regime using the optimal local law from [arXiv:1809.03971] and the accurate local shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752]. We also present a PDE-based method to improve the estimate on eigenvalue rigidity via the maximum principle of the heat flow related to the Dyson Brownian motion.

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Giorgio Cipolloni, László Erdős, Torben Krüger, Dominik Schröder. 2018-11-09. Cusp Universality for Random Matrices II: The Real Symmetric Case. https://doi.org/10.2140/paa.2019.1.615

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