Bulk universality for generalized Wigner matrices
Abstract
Consider N× N Hermitian or symmetric random matrices H where the distribution of the (i,j) matrix element is given by a probability measure ij with a subexponential decay. Let σij2 be the variance for the probability measure ij with the normalization property that Σi σ2ij = 1 for all j. Under essentially the only condition that c N σij2 c-1 for some constant c>0, we prove that, in the limit N ∞, the eigenvalue spacing statistics of H in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth M the local semicircle law holds to the energy scale M-1.
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