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