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arxiv: 1001.3453 · v8 · pith:QU3AXK25new · submitted 2010-01-20 · 🧮 math-ph · math.MP· math.PR

Bulk universality for generalized Wigner matrices

classification 🧮 math-ph math.MPmath.PR
keywords matricessigmabulkmeasureprobabilitybandbandwidthcoincide
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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 $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the probability measure $\nu_{ij}$ with the normalization property that $\sum_{i} \sigma^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N \sigma_{ij}^2 \le c^{-1}$ 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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