Skip to main content

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2143))

  • 1194 Accesses

Abstract

We review some recent results on the statistical properties of the spectrum of Wigner matrices. In particular, we discuss the local convergence of the density of states towards Wigner’s semicircle law, the rigidity of the eigenvalues of Wigner matrices and the universality of the local eigenvalue correlations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. D. Bakry, M. Émery, Diffusions hypercontractives, in Séminaire de probabilités, XIX, 1983/1984. Lecture Notes in Mathematics, vol. 1123 (Springer, Berlin, 1985), pp. 177–206

    Google Scholar 

  2. P. Bourgade, H.-T. Yau, J. Yin, Local circular law for random matrices (2012) (arXiv:1206.1449 [math.PR])

    Google Scholar 

  3. P. Bourgade, H.-T. Yau, J. Yin, The local circular law II: The edge case (2012) (arXiv:1206.3187 [math.PR])

    Google Scholar 

  4. C. Cacciapuoti, A. Maltsev, B. Schlein, Local Marchenko-Pastur law at the hard edge of sample covariance matrices. J. Math. Phys. 54(4), 043302, 13 (2013)

    Google Scholar 

  5. F.J. Dyson, Statistical theory of energy levels of complex systems, I, II, and III. J. Math. Phys. 3, 140–156, 157–165, 166–175 (1962)

    Google Scholar 

  6. F.J. Dyson, A Brownian-motion model for the eigenvalues of a random matrix. J. Math. Phys. 3, 1191–1198 (1962)

    Article  MATH  MathSciNet  Google Scholar 

  7. L. Erdős, Universality of Wigner random matrices: A survey of recent results. Russ. Math. Surv. 66(3), 507–626 (2011)

    Article  Google Scholar 

  8. L. Erdős, A. Knowles, Quantum diffusion and delocalization for band matrices with general distribution. Ann. Henri Poincaré 12(7), 1227–1319 (2011)

    Article  Google Scholar 

  9. L. Erdős, A. Knowles, Quantum diffusion and eigenfunction delocalization in a random band matrix model. Commun. Math. Phys. 303(2), 509–554 (2011)

    Article  Google Scholar 

  10. L. Erdős, B. Schlein, H.-T. Yau, Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. Ann. Probab. 37(3), 815–852 (2009)

    Article  MathSciNet  Google Scholar 

  11. L. Erdős, B. Schlein, H.-T. Yau, Local semicircle law and complete delocalization for Wigner random matrices. Commun. Math. Phys. 287(2), 641–655 (2009)

    Article  Google Scholar 

  12. L. Erdős, J. Ramírez, B. Schlein, T. Tao, V. Vu, H.-T. Yau, Bulk universality for Wigner Hermitian matrices with subexponential decay. Math. Res. Lett. 17(4), 667–674 (2010)

    Article  MathSciNet  Google Scholar 

  13. L. Erdős, B. Schlein, H.-T. Yau, Wegner estimate and level repulsion for Wigner random matrices. Int. Math. Res. Not. IMRN 3, 436–479 (2010)

    Google Scholar 

  14. L. Erdős, S. Péché, J.A. Ramírez, B. Schlein, H.-T. Yau, Bulk universality for Wigner matrices. Commun. Pure Appl. Math. 63(7), 895–925 (2010)

    Google Scholar 

  15. L. Erdős, B. Schlein, H.-T. Yau, Universality of random matrices and local relaxation flow. Invent. Math. 185(1), 75–119 (2011)

    Article  MathSciNet  Google Scholar 

  16. L. Erdős, H.-T. Yau, J. Yin, Universality for generalized Wigner matrices with Bernoulli distribution. J. Combin. 2(1), 15–81 (2011)

    Article  Google Scholar 

  17. L. Erdős, B. Schlein, H.-T. Yau, J. Yin, The local relaxation flow approach to universality of the local statistics for random matrices. Ann. Inst. H. Poincaré Probab. Stat. 48, 1–46 (2012)

    Article  Google Scholar 

  18. L. Erdős, H.-T. Yau, J. Yin, Bulk universality for generalized Wigner matrices. Probab. Theory Relat. Fields 154(1–2), 341–407 (2012)

    Article  Google Scholar 

  19. L. Erdős, H.-T. Yau, J. Yin, Rigidity of eigenvalues of generalized Wigner matrices. Adv. Math. 229(3), 1435–1515 (2012)

    Article  MathSciNet  Google Scholar 

  20. L. Erdős, A. Knowles, H.-T. Yau, Averaging fluctuations in resolvents of random band matrices. Ann. Henri Poincaré 41, 1–90 (2012)

    Article  Google Scholar 

  21. L. Erdős, A. Knowles, H.-T. Yau, J. Yin, Delocalization and diffusion profile for random band matrices (2012) (arXiv:1205.5669 [math.PR])

    Google Scholar 

  22. L. Erdős, A. Knowles, H.-T. Yau, J. Yin, Spectral statistics of Erdős-Rényi graphs II: Eigenvalue spacing and the extreme eigenvalues. Commun. Math. Phys. 314(3), 587–640 (2012)

    Article  Google Scholar 

  23. L. Erdős, A. Knowles, H.-T. Yau, J. Yin, The local semicircle law for a general class of random matrices. Electron. J. Probab 18(59), 1–58 (2013)

    MathSciNet  Google Scholar 

  24. L. Erdős, A. Knowles, H.-T. Yau, J. Yin, Spectral statistics of Erdős–Rényi graphs I: Local semicircle law. Ann. Probab. 41(3B), 2279–2375 (2013)

    Article  MathSciNet  Google Scholar 

  25. F. Götze, A. Tikhomirov, On the rate of convergence to the semi-circular law (2011) (arXiv:1109.0611 [math.PR])

    Google Scholar 

  26. J. Gustavsson, Gaussian fluctuations of eigenvalues in the GUE. Ann. Inst. H. Poincaré Probab. Stat. 41(2), 151–178 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  27. D.L. Hanson, F.T. Wright, A bound on tail probabilities for quadratic forms in independent random variables. Ann. Math. Stat. 42, 1079–1083 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  28. K. Johansson, Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices. Commun. Math. Phys. 215(3), 683–705 (2001)

    Article  MATH  Google Scholar 

  29. J.O. Lee, J. Yin, A necessary and sufficient condition for edge universality of Wigner matrices (2012) (arXiv:1206.2251 [math.PR])

    Google Scholar 

  30. A. Maltsev, B. Schlein, Average density of states of Hermitian Wigner matrices. Adv. Math. 228(5), 2797–2836 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  31. V.A. Marčenko, L.A. Pastur, Distribution of eigenvalues in certain sets of random matrices. Mat. Sb. (N.S.) 72(114), 507–536 (1967)

    Google Scholar 

  32. M.L. Mehta, Random Matrices (Academic, Amsterdam, 2004)

    MATH  Google Scholar 

  33. N. Pillai, J. Yin, Universality of covariance matrices (2012) (arXiv:1110.2501 [math.PR])

    Google Scholar 

  34. A. Soshnikov, Universality at the edge of the spectrum in Wigner random matrices. Commun. Math. Phys. 207(3), 697–733 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  35. T. Tao, V. Vu, Random matrices: Universality of local eigenvalue statistics up to the edge. Commun. Math. Phys. 298(2), 549–572 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  36. T. Tao, V. Vu, Random matrices: Universality of local eigenvalue statistics. Acta Math. 206(1), 127–204 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  37. T. Tao, V. Vu, Random covariance matrices: Universality of local statistics of eigenvalues. Ann. Probab. 40(3), 1285–1315 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  38. T. Tao, V. Vu, Random matrices: Universality of local spectral statistics of non-Hermitian matrices (2012) (arXiv:1206.1893 [math.PR])

    Google Scholar 

  39. C.A. Tracy, H. Widom, Level-spacing distributions and the Airy kernel. Commun. Math. Phys. 159(1), 151–174 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  40. K. Wang, Random covariance matrices: Universality of local statistics of eigenvalues up to the edge. Random Matrices Theory Appl. 1(1), 1150005, 24 (2012)

    Google Scholar 

  41. E.P. Wigner, Characteristic vectors of bordered matrices with infinite dimensions. Ann. Math. 62(2), 548–564 (1955)

    Article  MATH  MathSciNet  Google Scholar 

  42. J. Yin, The local circular law III: General case (2012) (arXiv:1212.6599 [math.PR])

    Google Scholar 

Download references

Acknowledgements

This work is partially supported by the ERC Starting Grant MAQD-240518. It is a pleasure to thank CIRM and the Chair Jean-Morlet Nicola Kistler for the hospitality.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Benjamin Schlein .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2015 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Schlein, B. (2015). Spectral Properties of Wigner Matrices. In: Gayrard, V., Kistler, N. (eds) Correlated Random Systems: Five Different Methods. Lecture Notes in Mathematics, vol 2143. Springer, Cham. https://doi.org/10.1007/978-3-319-17674-1_5

Download citation

Publish with us

Policies and ethics