4.2 Article

Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation

期刊

ELECTRONIC JOURNAL OF PROBABILITY
卷 15, 期 -, 页码 526-603

出版社

UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/EJP.v15-768

关键词

Wigner random matrix; Dyson sine kernel

资金

  1. German Research Council [SFB-TR 12]
  2. NSF [DMS-0602038, 0757425, 0804279]

向作者/读者索取更多资源

We consider N x N Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance N-3/4+beta for some positive beta > 0. We prove that the local eigenvalue statistics follows the universal Dyson sine kernel.

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