Bulk universality for generalized Wigner matrices
Laszlo Erdos, Horng-Tzer Yau, Jun Yin

TL;DR
This paper proves that generalized Wigner matrices exhibit universal eigenvalue spacing statistics in the bulk, matching classical ensembles, under broad conditions, and establishes a local semicircle law for band matrices.
Contribution
It demonstrates bulk universality for generalized Wigner matrices with minimal assumptions and extends results to band matrices with a local semicircle law.
Findings
Eigenvalue spacing in the bulk matches GUE/GOE statistics.
Bulk universality holds under broad variance conditions.
Local semicircle law applies to band matrices with bandwidth M.
Abstract
Consider Hermitian or symmetric random matrices where the distribution of the matrix element is given by a probability measure with a subexponential decay. Let be the variance for the probability measure with the normalization property that for all . Under essentially the only condition that for some constant , we prove that, in the limit , the eigenvalue spacing statistics of 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 the local semicircle law holds to the energy scale .
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsRandom Matrices and Applications · Advanced Algebra and Geometry · Advanced Combinatorial Mathematics
