On Universality of Bulk Local Regime of the Deformed Gaussian Unitary Ensemble

نویسنده

  • T. Shcherbina
چکیده

We consider the deformed Gaussian Ensemble Hn = Mn + H (0) n in which H (0) n is a diagonal Hermitian matrix and Mn is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of H (0) n (both non-random and random) converges weakly to a measure N (0) with a bounded support we prove universality of the local eigenvalue statistics in the bulk of the limiting spectrum of Hn.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Universality of Wigner Random Matrices

We consider N×N symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure ν with a subexponential decay. We prove that the local eigenvalue statistics in the bulk of the spectrum for these matrices coincide with those of the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Unitary ...

متن کامل

Universality in Random Matrix Theory

which is the Central Limit Theorem. In principle, all the random variables X1, X2, · · · , XN can be of order 1, hence SN ∼ 1 as well, but the probability of having such a rare event is incredibly small. We can even estimate the bound on the probability for the rare event from the large deviation principle. A similar phenomenon happens when we form a large matrix from i.i.d. random variables an...

متن کامل

Bulk Universality for Wigner Hermitian Matrices with Subexponential Decay

We consider the ensemble of n × n Wigner hermitian matrices H = (hlk)1≤l,k≤n that generalize the Gaussian unitary ensemble (GUE). The matrix elements hkl = h̄lk are given by hlk = n (xlk + √ −1ylk), where xlk, ylk for 1 ≤ l < k ≤ n are i.i.d. random variables with mean zero and variance 1/2, yll = 0 and xll have mean zero and variance 1. We assume the distribution of xlk, ylk to have subexponent...

متن کامل

ar X iv : s ol v - in t / 9 70 70 01 v 1 2 7 Ju n 19 97 The Distribution of the Largest Eigenvalue in the Gaussian Ensembles

The focus of this survey paper is on the distribution function FNβ(t) for the largest eigenvalue in the finite N Gaussian Orthogonal Ensemble (GOE, β = 1), the Gaussian Unitary Ensemble (GUE, β = 2), and the Gaussian Symplectic Ensemble (GSE, β = 4) in the edge scaling limit of N → ∞. These limiting distribution functions are expressible in terms of a particular Painlevé II function. Comparison...

متن کامل

Local Central Limit Theorem for Determinantal Point Processes

We prove a local central limit theorem (LCLT) for the number of points N(J) in a region J in Rd specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of N(J) tends to infinity as |J | → ∞. This extends a previous result giving a weaker central limit theorem (CLT) for these systems. Our result relies on the fact that the Lee-Yang zeros of t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008