The May-wigner Stability Theorem for Connected Matrices

Statistical Mechanics and Random Matrices

Statistical Mechanics and Random Matrices 3 1. Introduction 6 2. Motivations 7 3. The different scales; typical results 12 Lecture 1. Wigner matrices and moments estimates 15 1. Wigner's theorem 16 2. Words in several independent Wigner matrices 23 3. Estimates on the largest eigenvalue of Wigner matrices 25 Lecture 2. Gaussian Wigner matrices and Fredholm determinants 27 1. Joint law of the ei...

A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices

The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the variance of the eigenvalue counting function of GUE matrices due to Gustavsson, and its extension to large families of Wigner matrices by means of the Tao and Vu Four Moment Theorem and recent localization results by ...

Eigenvalue variance bounds for Wigner and covariance random matrices

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example, which needs to be investigated first, the main bounds are extended to families of Hermitian Wigner matrices by means of the Tao and Vu Four Moment Theorem and re...

A comment on the Wigner - Dyson - Mehta bulk universality conjecture for Wigner matrices ∗

Recently we proved [3, 4, 6, 7, 9, 10, 11] that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices. Tao and Vu [15] gave a proof that for the special case of Hermitian Wigner matrices the convergence can be strengthened to vague convergence at any fixed energy in the bulk. In this...

Factorized representation for parity-projected Wigner dj (Î2) matrices