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Bulk universality for generalized Wigner matrices
Authors:László Erd?s  Horng-Tzer Yau  Jun Yin
Affiliation:1. Institute of Mathematics, University of Munich, Theresienstr. 39, 80333, Munich, Germany
2. Department of Mathematics, Harvard University, Cambridge, MA, 02138, USA
Abstract:Consider N × N Hermitian or symmetric random matrices H where the distribution of the (i, j) matrix element is given by a probability measure ν ij with a subexponential decay. Let ${sigma_{ij}^2}$ be the variance for the probability measure ν ij with the normalization property that ${sum_{i} sigma^2_{ij} = 1}$ for all j. Under essentially the only condition that ${cle N sigma_{ij}^2 le c^{-1}}$ for some constant c?>?0, we prove that, in the limit N → ∞, the eigenvalue spacing statistics of H 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 M the local semicircle law holds to the energy scale M ?1.
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