Journal
PROBABILITY THEORY AND RELATED FIELDS
Volume 154, Issue 1-2, Pages 341-407Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s00440-011-0390-3
Keywords
Random band matrix; Local semicircle law; Sine kernel
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Funding
- German Research Council [SFB-TR 12]
- NSF [DMS-0602038, 0757425, 0804279, DMS-100165]
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [757425, 1204086] Funding Source: National Science Foundation
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Consider N x N Hermitian or symmetric random matrices H where the distribution of the (i, j) matrix element is given by a probability measure nu (ij) with a subexponential decay. Let be the variance for the probability measure nu (ij) with the normalization property that for all j. Under essentially the only condition that for some constant c > 0, we prove that, in the limit N -> a, 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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