Bulk universality for deformed Wigner matrices

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY Annals of Probability Pub Date : 2014-05-26 DOI:10.1214/15-AOP1023
J. Lee, Kevin Schnelli, Ben Stetler, H. Yau
{"title":"Bulk universality for deformed Wigner matrices","authors":"J. Lee, Kevin Schnelli, Ben Stetler, H. Yau","doi":"10.1214/15-AOP1023","DOIUrl":null,"url":null,"abstract":"We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the local statistics in the bulk of the spectrum are universal in the limit of large N.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2014-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"74","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/15-AOP1023","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 74

Abstract

We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the local statistics in the bulk of the spectrum are universal in the limit of large N.
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
变形Wigner矩阵的体通用性
我们考虑N×N随机矩阵H=W+V的形式,其中W是一个实对称或复厄米维格纳矩阵,V是一个随机的或确定的,实的,对角矩阵,其元素与W无关。我们假设W的矩阵元素呈次指数衰减,我们选择V,使W和V的特征值通常具有相同的阶。对于一大类对角矩阵V,我们证明了在大N的极限下,大部分谱中的局部统计量是全称的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 去求助
来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
期刊最新文献
Most transient random walks have infinitely many cut times Scaling limit of the heavy tailed ballistic deposition model with p-sticking Decay of convolved densities via Laplace transform On strong solutions of Itô’s equations with Dσ and b in Morrey classes containing Ld Global information from local observations of the noisy voter model on a graph
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1