Bulk universality for generalized Wigner matrices with few moments

被引:17
作者
Aggarwal, Amol [1 ]
机构
[1] 1 Oxford St, Cambridge, MA 02138 USA
关键词
Random matrix; Local semicircle law; Universality; LOCAL SEMICIRCLE LAW; SPECTRAL STATISTICS; DELOCALIZATION; CONVERGENCE; EIGENVALUES; ENERGY;
D O I
10.1007/s00440-018-0836-y
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we consider NxN real generalized Wigner matrices whose entries are only assumed to have finite (2+epsilon)th moment for some fixed, but arbitrarily small, epsilon>0. We show that the Stieltjes transforms mN(z) of these matrices satisfy a weak local semicircle law on the nearly smallest possible scale, when =I(z) is almost of order N-1. As a consequence, we establish bulk universality for local spectral statistics of these matrices at fixed energy levels, both in terms of eigenvalue gap distributions and correlation functions, meaning that these statistics converge to those of the Gaussian orthogonal ensemble in the large N limit.
引用
收藏
页码:375 / 432
页数:58
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