Bulk universality for generalized Wigner matrices

preprint2011arXivOpen access

Abstract

Consider N×NN\times N Hermitian or symmetric random matrices HH where the distribution of the (i,j)(i,j) matrix element is given by a probability measure νijν_{ij} with a subexponential decay. Let σij2σ_{ij}^2 be the variance for the probability measure νijν_{ij} with the normalization property that ∑iσij2=1\sum_{i} σ^2_{ij} = 1 for all jj. Under essentially the only condition that c≤Nσij2≤c−1c\le N σ_{ij}^2 \le c^{-1} for some constant c>0c>0, we prove that, in the limit N→∞N \to \infty, the eigenvalue spacing statistics of HH 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 MM the local semicircle law holds to the energy scale M−1M^{-1}.

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