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Random matrices: Universality of local eigenvalue statistics (0906.0510v10)

Published 2 Jun 2009 in math.PR

Abstract: In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we derive the universality of eigenvalue gap distribution and $k$-point correlation and many other statistics (under some mild assumptions) for both Wigner Hermitian matrices and Wigner real symmetric matrices.

Citations (492)

Summary

  • The paper demonstrates that local eigenvalue statistics in Wigner matrices universally mirror those in the Gaussian Unitary Ensemble via moment matching up to the fourth order.
  • It employs the Lindeberg replacement approach to substitute non-Gaussian entries with Gaussian ones, ensuring consistent eigenvalue gap and k-point correlation behaviors.
  • The findings have significant implications in mathematical physics, probability, and computational theory, paving the way for broader universality research.

Universality of Local Eigenvalue Statistics in Random Matrix Theory

The paper "Universality of Local Eigenvalue Statistics" by Terence Tao and Van Vu explores a fundamental question in random matrix theory regarding the universality of local eigenvalue statistics. It focuses on demonstrating that these statistical properties are consistent across different matrix models, particularly Wigner Hermitian and real symmetric matrices, under specific conditions related to the moment matching of the entries.

Core Contributions and Results

The paper establishes several universality results for the local eigenvalue statistics of random matrices. Specifically, it shows that the distribution of eigenvalue gaps and k-point correlations, which are intrinsic to the Gaussian Unitary Ensemble (GUE), also manifest in the more general context of Wigner Hermitian matrices. These results are contingent on the matrices' entries (or atom distributions) satisfying certain moment conditions up to the fourth order. Two central theorems encapsulate these findings:

  1. Theorem 9: This theorem asserts that the limiting gap distribution is universal for Wigner Hermitian matrices with atom distributions having support on at least a few points. A more stringent version applies when these atom distributions have vanishing third moments.
  2. Theorem 11: This theorem extends the universality results to the k-point correlation functions, supporting that these functions exhibit behaviors similar to those in GUE under similar assumptions regarding the atom distributions of the matrices.

The proof techniques leverage the Lindeberg replacement strategy, a probabilistic method involving the gradual substitution of non-Gaussian variables with Gaussian counterparts, and dependence on bounds for eigenvalue spacings.

Implications and Theoretical Advancements

This work significantly enhances our understanding of how local eigenvalue statistics exhibit universal characteristics across different ensembles of random matrices. The implications of such universality touch on various fields:

  • Mathematical Physics: The results align with physical intuition where macroscopic properties of systems often display universality regardless of micro-level details.
  • Probability and Number Theory: Insights into eigenvalue distributions aid in quantum chaos analysis and connections to the zeros of the Riemann zeta function.
  • Combinatorics and Computing Theory: Understanding eigenvalue distributions can influence optimization algorithms and complexity analysis.

Future Directions

The findings open pathways for further exploration into more complex matrix models. One potential development is extending these results to matrices with weaker moment conditions or additional correlations among entries. Another avenue is strengthening the convergence rates and error bounds established in the universality theorems.

Overall, the paper enriches the theoretical framework surrounding random matrices and sends ripples through associated mathematical fields by reinforcing the profound concept of universality. Future efforts could address limitations such as the necessity for exponential decay in the atom distributions, potentially widening the scope of universality in random matrix theory.

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