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Correlated Random Matrices: Band Rigidity and Edge Universality

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arxiv 1804.07744 v4 pith:557F2M2W submitted 2018-04-20 math.PR math-phmath.MP

classification math.PRmath-phmath.MP
keywords bandcorrelatededgeedgesgeneralinternalmatricesrigidity
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We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.

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