Mesoscopic eigenvalue density correlations of Wigner matrices

TL;DR

This paper analyzes the validity of Wigner-Dyson statistics at mesoscopic scales in random matrices, providing explicit formulas and identifying universal and non-universal correlation behaviors.

Contribution

It derives an explicit two-point spectral correlation function for Wigner matrices at mesoscopic scales, revealing leading order universality and subleading corrections.

Findings

WGMD statistics hold to leading order on mesoscopic scales

Subleading corrections match WGMD in real symmetric case

Non-universal correlations dominate beyond certain scales

Abstract

We investigate to what extent the microscopic Wigner-Gaudin-Mehta-Dyson (WGMD) (or sine kernel) statistics of random matrix theory remain valid on mesoscopic scales. To that end, we compute the connected two-point spectral correlation function of a Wigner matrix at two mesoscopically separated points. In the mesoscopic regime, density correlations are much weaker than in the microscopic regime. Our result is an explicit formula for the two-point function. This formula implies that the WGMD statistics are valid to leading order on all mesoscopic scales, that in the real symmetric case there are subleading corrections matching precisely the WGMD statistics, while in the complex Hermitian case these subleading corrections are absent. We also uncover non-universal subleading correlations, which dominate over the universal ones beyond a certain intermediate mesoscopic scale. The proof is based on a hierarchy of Schwinger-Dyson equations for a sufficiently large class of polynomials in the entries of the Green function. The hierarchy is indexed by a tree, whose depth is controlled using stopping rules. A key ingredient in the derivation of the stopping rules is a new estimate on the density of states, which we prove to have bounded derivatives of all order on all mesoscopic scales.