Lectures on the local semicircle law for Wigner matrices

نویسندگان

  • Florent Benaych-Georges
  • Antti Knowles
چکیده

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero expectation and constant variance. We state and prove the local semicircle law, which says that the eigenvalue distribution of a Wigner matrix is close to Wigner’s semicircle distribution, down to spectral scales containing slightly more than one eigenvalue. This local semicircle law is formulated using the Green function, whose individual entries are controlled by large deviation bounds.

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تاریخ انتشار 2016