Bulk universality for Wigner hermitian matrices with subexponential decay
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In this paper, the authors consider the ensemble of Wigner Hermitian matrices and show that the gap distribution and averaged correlation of these matrices are universal under moment and support conditions.Abstract:
In this paper, we consider the ensemble of $n \times n$ Wigner Hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{ \ell k}$ are given by $h_{\ell k} = n^{-1/2} ( x_{\ell k} + \sqrt{-1} y_{\ell k} )$, where $x_{\ell k}, y_{\ell k}$ for $1 \leq \ell < k \leq n$ are i.i.d. random variables with mean zero and variance $1/2$, $y_{\ell\ell}=0$ and $x_{\ell \ell}$ have mean zero and variance $1$. We assume the distribution of $x_{\ell k}, y_{\ell k}$ to have subexponential decay. In \cite{ERSY2}, four of the authors recently established that the gap distribution and averaged $k$-point correlation of these matrices were \emph{universal} (and in particular, agreed with those for GUE) assuming additional regularity hypotheses on the $x_{\ell k}, y_{\ell k}$. In \cite{TVbulk}, the other two authors, using a different method, established the same conclusion assuming instead some moment and support conditions on the $x_{\ell k}, y_{\ell k}$. In this short note we observe that the arguments of \cite{ERSY2} and \cite{TVbulk} can be combined to establish universality of the gap distribution and averaged $k$-point correlations for all Wigner matrices (with subexponentially decaying entries), with no extra assumptions.read more
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Bulk universality for generalized Wigner matrices
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Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices
TL;DR: In this paper, it was shown that the local spacing distribution of the distance between nearest neighbor eigenvalues in some part of the spectrum is, in the limit as N→∞, the same as that of hermitian random matrices from GUE.
Journal ArticleDOI
Wegner Estimate and Level Repulsion for Wigner Random Matrices
TL;DR: In this paper, the average spacing between consecutive eigenvalues of a Wigner matrix was shown to be of order 1/N. This result was later extended to the case of Hermitian random matrices with independent identically distributed entries.