Bulk Universality for Wigner Matrices
Abstract
We consider N× N Hermitian Wigner random matrices H where the probability density for each matrix element is given by the density (x)= e- U(x). We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that U ∈ C6() with at most polynomially growing derivatives and (x) C e- C |x| for x large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.
0