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Bulk universality for Wigner hermitian matrices with subexponential decay

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TLDR
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.

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Journal ArticleDOI

Random matrices: Universality of local eigenvalue statistics

TL;DR: The universality of the local eigenvalue statistics of random matrices is studied in this article, where it is shown that these statistics are determined by the first four moments of the distribution of the entries.
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Bulk universality for generalized Wigner matrices

TL;DR: In this paper, it was shown that the eigenvalue spacing statistics of symmetric random matrices coincide with those of the Gaussian unitary or orthogonal ensemble (GUE) in the bulk of the spectrum.
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Random Matrices: Universality of Local Eigenvalue Statistics up to the Edge

TL;DR: The universality of the eigenvalues of Wigner random matrices has been studied in this article, where the authors show that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum, which allows one to continue ensuring the delocalization of eigenvectors.
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Universality of random matrices and local relaxation flow

TL;DR: In this article, it was shown that the relaxation time to local equilibrium for the Dyson Brownian motion is bounded above by N − ε for some ε > 0.
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Statistics of Group Delays in Multimode Fiber With Strong Mode Coupling

TL;DR: In this paper, the modal group delays (GDs) are defined as the eigenvalues of zero-trace Gaussian unitary ensemble and the probability density function (pdf) of the GDs is derived analytically for fibers with two to seven modes.
References
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Book

Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach

TL;DR: In this paper, the authors present an asymptotics for orthogonal polynomials in Riemann-Hilbert problems and Jacobi operators for continued fractions.
Journal ArticleDOI

On the spectrum of random matrices

TL;DR: In this paper, a study of the dis tr ibut ion of eigenvalues in a ce r ta in ensemble of random par t i c les that contains as a special case the ensemble used by Wlgner to give a s ta t i s t ica l descr ip t ion of the energy levels of heavy nuclei was made.
Journal ArticleDOI

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.
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