TY - JOUR AB - We consider the local eigenvalue distribution of large self-adjoint N×N random matrices H=H∗ with centered independent entries. In contrast to previous works the matrix of variances sij=\mathbbmE|hij|2 is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper (Ajanki et al. in Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z)) solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes. AU - Ajanki, Oskari H AU - Erdös, László AU - Krüger, Torben H ID - 1337 IS - 3-4 JF - Probability Theory and Related Fields SN - 01788051 TI - Universality for general Wigner-type matrices VL - 169 ER - TY - JOUR AB - The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix. AU - Bao, Zhigang AU - Erdös, László AU - Schnelli, Kevin ID - 1207 IS - 3 JF - Communications in Mathematical Physics SN - 00103616 TI - Local law of addition of random matrices on optimal scale VL - 349 ER - TY - JOUR AB - We consider products of independent square non-Hermitian random matrices. More precisely, let X1,…, Xn be independent N × N random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance 1/N. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of n random matrices with iid entries converges to (equation found). We prove that if the entries of the matrices X1,…, Xn are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of X1,…, Xn to (0.1) holds up to the scale N–1/2+ε. AU - Nemish, Yuriy ID - 1023 JF - Electronic Journal of Probability SN - 10836489 TI - Local law for the product of independent non-Hermitian random matrices with independent entries VL - 22 ER - TY - JOUR AB - We prove a local law in the bulk of the spectrum for random Gram matrices XX∗, a generalization of sample covariance matrices, where X is a large matrix with independent, centered entries with arbitrary variances. The limiting eigenvalue density that generalizes the Marchenko-Pastur law is determined by solving a system of nonlinear equations. Our entrywise and averaged local laws are on the optimal scale with the optimal error bounds. They hold both in the square case (hard edge) and in the properly rectangular case (soft edge). In the latter case we also establish a macroscopic gap away from zero in the spectrum of XX∗. AU - Alt, Johannes AU - Erdös, László AU - Krüger, Torben H ID - 1010 JF - Electronic Journal of Probability SN - 10836489 TI - Local law for random Gram matrices VL - 22 ER - TY - JOUR AB - Let A and B be two N by N deterministic Hermitian matrices and let U be an N by N Haar distributed unitary matrix. It is well known that the spectral distribution of the sum H = A + UBU∗ converges weakly to the free additive convolution of the spectral distributions of A and B, as N tends to infinity. We establish the optimal convergence rate in the bulk of the spectrum. AU - Bao, Zhigang AU - Erdös, László AU - Schnelli, Kevin ID - 733 JF - Advances in Mathematics TI - Convergence rate for spectral distribution of addition of random matrices VL - 319 ER - TY - JOUR AB - We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied in Ferrari and Pimentel (2005a) for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deter- ministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of Ferrari and Nejjar (2015). AU - Ferrari, Patrik AU - Nejjar, Peter ID - 447 JF - Revista Latino-Americana de Probabilidade e Estatística TI - Fluctuations of the competition interface in presence of shocks VL - 9 ER - TY - JOUR AB - We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where the sample X is an M ×N random matrix whose entries are real independent random variables with variance 1/N and whereσ is an M × M positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class of populations σ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians or (2) that σ is diagonal and that the entries of X have a sub-exponential decay. AU - Lee, Ji AU - Schnelli, Kevin ID - 1157 IS - 6 JF - Annals of Applied Probability TI - Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population VL - 26 ER - TY - JOUR AB - We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues ofW and V are typically of the same order. For a large class of diagonal matrices V , we show that the local statistics in the bulk of the spectrum are universal in the limit of large N. AU - Lee, Jioon AU - Schnelli, Kevin AU - Stetler, Ben AU - Yau, Horngtzer ID - 1219 IS - 3 JF - Annals of Probability TI - Bulk universality for deformed wigner matrices VL - 44 ER - TY - JOUR AB - We consider a random Schrödinger operator on the binary tree with a random potential which is the sum of a random radially symmetric potential, Qr, and a random transversally periodic potential, κQt, with coupling constant κ. Using a new one-dimensional dynamical systems approach combined with Jensen's inequality in hyperbolic space (our key estimate) we obtain a fractional moment estimate proving localization for small and large κ. Together with a previous result we therefore obtain a model with two Anderson transitions, from localization to delocalization and back to localization, when increasing κ. As a by-product we also have a partially new proof of one-dimensional Anderson localization at any disorder. AU - Froese, Richard AU - Lee, Darrick AU - Sadel, Christian AU - Spitzer, Wolfgang AU - Stolz, Günter ID - 1223 IS - 3 JF - Journal of Spectral Theory TI - Localization for transversally periodic random potentials on binary trees VL - 6 ER - TY - JOUR AB - We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix (Formula presented.). Focusing on the eigenvalues of (Formula presented.) of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required (Formula presented.) to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schrödinger operators we can improve some results by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular, we solve a problem posed in their work. AU - Sadel, Christian AU - Virág, Bálint ID - 1257 IS - 3 JF - Communications in Mathematical Physics TI - A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes VL - 343 ER - TY - JOUR AB - We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in the energy parameter or they hold only for Hermitian matrices if the energy parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion and show that microscopic universality follows from mesoscopic statistics. AU - Bourgade, Paul AU - Erdös, László AU - Yau, Horngtzer AU - Yin, Jun ID - 1280 IS - 10 JF - Communications on Pure and Applied Mathematics TI - Fixed energy universality for generalized wigner matrices VL - 69 ER - TY - JOUR AB - We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up singularities by showing that the recent smoothness condition of Kargin is always satisfied. As an application, we consider the local spectral statistics of the random matrix ensemble A+UBU⁎A+UBU⁎, where U is a Haar distributed random unitary or orthogonal matrix, and A and B are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of A+UBU⁎A+UBU⁎ concentrates around the free additive convolution of the spectral distributions of A and B on scales down to N−2/3N−2/3. AU - Bao, Zhigang AU - Erdös, László AU - Schnelli, Kevin ID - 1434 IS - 3 JF - Journal of Functional Analysis TI - Local stability of the free additive convolution VL - 271 ER - TY - JOUR AB - We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries. AU - Ajanki, Oskari H AU - Erdös, László AU - Krüger, Torben H ID - 1489 IS - 2 JF - Journal of Statistical Physics TI - Local spectral statistics of Gaussian matrices with correlated entries VL - 163 ER - TY - JOUR AB - We show that the Anderson model has a transition from localization to delocalization at exactly 2 dimensional growth rate on antitrees with normalized edge weights which are certain discrete graphs. The kinetic part has a one-dimensional structure allowing a description through transfer matrices which involve some Schur complement. For such operators we introduce the notion of having one propagating channel and extend theorems from the theory of one-dimensional Jacobi operators that relate the behavior of transfer matrices with the spectrum. These theorems are then applied to the considered model. In essence, in a certain energy region the kinetic part averages the random potentials along shells and the transfer matrices behave similar as for a one-dimensional operator with random potential of decaying variance. At d dimensional growth for d>2 this effective decay is strong enough to obtain absolutely continuous spectrum, whereas for some uniform d dimensional growth with d<2 one has pure point spectrum in this energy region. At exactly uniform 2 dimensional growth also some singular continuous spectrum appears, at least at small disorder. As a corollary we also obtain a change from singular spectrum (d≤2) to absolutely continuous spectrum (d≥3) for random operators of the type rΔdr+λ on ℤd, where r is an orthogonal radial projection, Δd the discrete adjacency operator (Laplacian) on ℤd and λ a random potential. AU - Sadel, Christian ID - 1608 IS - 7 JF - Annales Henri Poincare TI - Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel VL - 17 ER - TY - JOUR AB - We consider random matrices of the form H=W+λV, λ∈ℝ+, where W is a real symmetric or complex Hermitian Wigner matrix of size N and V is a real bounded diagonal random matrix of size N with i.i.d.\ entries that are independent of W. We assume subexponential decay for the matrix entries of W and we choose λ∼1, so that the eigenvalues of W and λV are typically of the same order. Further, we assume that the density of the entries of V is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is λ+∈ℝ+ such that the largest eigenvalues of H are in the limit of large N determined by the order statistics of V for λ>λ+. In particular, the largest eigenvalue of H has a Weibull distribution in the limit N→∞ if λ>λ+. Moreover, for N sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for λ>λ+, while they are completely delocalized for λ<λ+. Similar results hold for the lowest eigenvalues. AU - Lee, Jioon AU - Schnelli, Kevin ID - 1881 IS - 1-2 JF - Probability Theory and Related Fields TI - Extremal eigenvalues and eigenvectors of deformed Wigner matrices VL - 164 ER - TY - JOUR AB - This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form W N =Σ 1/2XX∗Σ 1/2 . Here, X = (xij )M,N is an M× N random matrix with independent entries xij , 1 ≤ i M,≤ 1 ≤ j ≤ N such that Exij = 0, E|xij |2 = 1/N . On dimensionality, we assume that M = M(N) and N/M → d ε (0, ∞) as N ∞→. For a class of general deterministic positive-definite M × M matrices Σ , under some additional assumptions on the distribution of xij 's, we show that the limiting behavior of the largest eigenvalue of W N is universal, via pursuing a Green function comparison strategy raised in [Probab. Theory Related Fields 154 (2012) 341-407, Adv. Math. 229 (2012) 1435-1515] by Erd″os, Yau and Yin for Wigner matrices and extended by Pillai and Yin [Ann. Appl. Probab. 24 (2014) 935-1001] to sample covariance matrices in the null case (&Epsi = I ). Consequently, in the standard complex case (Ex2 ij = 0), combing this universality property and the results known for Gaussian matrices obtained by El Karoui in [Ann. Probab. 35 (2007) 663-714] (nonsingular case) and Onatski in [Ann. Appl. Probab. 18 (2008) 470-490] (singular case), we show that after an appropriate normalization the largest eigenvalue of W N converges weakly to the type 2 Tracy-Widom distribution TW2 . Moreover, in the real case, we show that whenΣ is spiked with a fixed number of subcritical spikes, the type 1 Tracy-Widom limit TW1 holds for the normalized largest eigenvalue of W N , which extends a result of Féral and Péché in [J. Math. Phys. 50 (2009) 073302] to the scenario of nondiagonal Σ and more generally distributed X . In summary, we establish the Tracy-Widom type universality for the largest eigenvalue of generally distributed sample covariance matrices under quite light assumptions on &Sigma . Applications of these limiting results to statistical signal detection and structure recognition of separable covariance matrices are also discussed. AU - Bao, Zhigang AU - Pan, Guangming AU - Zhou, Wang ID - 1505 IS - 1 JF - Annals of Statistics TI - Universality for the largest eigenvalue of sample covariance matrices with general population VL - 43 ER - TY - JOUR AB - We consider generalized Wigner ensembles and general β-ensembles with analytic potentials for any β ≥ 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian β-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact, with an additional step, our result can be extended to any C4(ℝ) potential. AU - Erdös, László AU - Yau, Horng ID - 1508 IS - 8 JF - Journal of the European Mathematical Society TI - Gap universality of generalized Wigner and β ensembles VL - 17 ER - TY - JOUR AB - Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i, j = 1, . . . , n} is a collection of independent real random variables with means zero and variances one. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1). AU - Bao, Zhigang AU - Pan, Guangming AU - Zhou, Wang ID - 1506 IS - 3 JF - Bernoulli TI - The logarithmic law of random determinant VL - 21 ER - TY - JOUR AB - In this paper, we consider the fluctuation of mutual information statistics of a multiple input multiple output channel communication systems without assuming that the entries of the channel matrix have zero pseudovariance. To this end, we also establish a central limit theorem of the linear spectral statistics for sample covariance matrices under general moment conditions by removing the restrictions imposed on the second moment and fourth moment on the matrix entries in Bai and Silverstein (2004). AU - Bao, Zhigang AU - Pan, Guangming AU - Zhou, Wang ID - 1585 IS - 6 JF - IEEE Transactions on Information Theory TI - Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices VL - 61 ER - TY - JOUR AB - We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1 in the limit of large N. Our proofs also apply to the complex Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix. AU - Lee, Jioon AU - Schnelli, Kevin ID - 1674 IS - 8 JF - Reviews in Mathematical Physics TI - Edge universality for deformed Wigner matrices VL - 27 ER - TY - JOUR AB - Condensation phenomena arise through a collective behaviour of particles. They are observed in both classical and quantum systems, ranging from the formation of traffic jams in mass transport models to the macroscopic occupation of the energetic ground state in ultra-cold bosonic gases (Bose-Einstein condensation). Recently, it has been shown that a driven and dissipative system of bosons may form multiple condensates. Which states become the condensates has, however, remained elusive thus far. The dynamics of this condensation are described by coupled birth-death processes, which also occur in evolutionary game theory. Here we apply concepts from evolutionary game theory to explain the formation of multiple condensates in such driven-dissipative bosonic systems. We show that the vanishing of relative entropy production determines their selection. The condensation proceeds exponentially fast, but the system never comes to rest. Instead, the occupation numbers of condensates may oscillate, as we demonstrate for a rock-paper-scissors game of condensates. AU - Knebel, Johannes AU - Weber, Markus AU - Krüger, Torben H AU - Frey, Erwin ID - 1824 JF - Nature Communications TI - Evolutionary games of condensates in coupled birth-death processes VL - 6 ER - TY - JOUR AB - The Altshuler–Shklovskii formulas (Altshuler and Shklovskii, BZh Eksp Teor Fiz 91:200, 1986) predict, for any disordered quantum system in the diffusive regime, a universal power law behaviour for the correlation functions of the mesoscopic eigenvalue density. In this paper and its companion (Erdős and Knowles, The Altshuler–Shklovskii formulas for random band matrices I: the unimodular case, 2013), we prove these formulas for random band matrices. In (Erdős and Knowles, The Altshuler–Shklovskii formulas for random band matrices I: the unimodular case, 2013) we introduced a diagrammatic approach and presented robust estimates on general diagrams under certain simplifying assumptions. In this paper, we remove these assumptions by giving a general estimate of the subleading diagrams. We also give a precise analysis of the leading diagrams which give rise to the Altschuler–Shklovskii power laws. Moreover, we introduce a family of general random band matrices which interpolates between real symmetric (β = 1) and complex Hermitian (β = 2) models, and track the transition for the mesoscopic density–density correlation. Finally, we address the higher-order correlation functions by proving that they behave asymptotically according to a Gaussian process whose covariance is given by the Altshuler–Shklovskii formulas. AU - Erdös, László AU - Knowles, Antti ID - 1864 IS - 3 JF - Annales Henri Poincare TI - The Altshuler–Shklovskii formulas for random band matrices II: The general case VL - 16 ER - TY - JOUR AB - We consider the spectral statistics of large random band matrices on mesoscopic energy scales. We show that the correlation function of the local eigenvalue density exhibits a universal power law behaviour that differs from the Wigner-Dyson- Mehta statistics. This law had been predicted in the physics literature by Altshuler and Shklovskii in (Zh Eksp Teor Fiz (Sov Phys JETP) 91(64):220(127), 1986); it describes the correlations of the eigenvalue density in general metallic sampleswith weak disorder. Our result rigorously establishes the Altshuler-Shklovskii formulas for band matrices. In two dimensions, where the leading term vanishes owing to an algebraic cancellation, we identify the first non-vanishing term and show that it differs substantially from the prediction of Kravtsov and Lerner in (Phys Rev Lett 74:2563-2566, 1995). The proof is given in the current paper and its companion (Ann. H. Poincaré. arXiv:1309.5107, 2014). AU - Erdös, László AU - Knowles, Antti ID - 2166 IS - 3 JF - Communications in Mathematical Physics TI - The Altshuler-Shklovskii formulas for random band matrices I: the unimodular case VL - 333 ER - TY - JOUR AB - We consider real symmetric and complex Hermitian random matrices with the additional symmetry hxy = hN-y,N-x. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble naturally arises as the Fourier transform of a Gaussian orthogonal ensemble. Italso occurs as the flip matrix model - an approximation of the two-dimensional Anderson model at small disorder. We show that the density of states converges to the Wigner semicircle law despite the new symmetry type. We also prove the local version of the semicircle law on the optimal scale. AU - Alt, Johannes ID - 1677 IS - 10 JF - Journal of Mathematical Physics TI - The local semicircle law for random matrices with a fourfold symmetry VL - 56 ER - TY - JOUR AB - We consider cross products of finite graphs with a class of trees that have arbitrarily but finitely long line segments, such as the Fibonacci tree. Such cross products are called tree-strips. We prove that for small disorder random Schrödinger operators on such tree-strips have purely absolutely continuous spectrum in a certain set. AU - Sadel, Christian ID - 1926 IS - 3-4 JF - Mathematical Physics, Analysis and Geometry TI - Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips VL - 17 ER - TY - JOUR AB - We prove the edge universality of the beta ensembles for any β ≥ 1, provided that the limiting spectrum is supported on a single interval, and the external potential is C4 and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class C4. AU - Bourgade, Paul AU - Erdös, László AU - Yau, Horngtzer ID - 1937 IS - 1 JF - Communications in Mathematical Physics TI - Edge universality of beta ensembles VL - 332 ER - TY - JOUR AB - We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent results of Keating et al. (2014) that were proved for graphs with bounded chromatic number and with symmetric coupling distribution. Furthermore, we generalise the result to arbitrary hypergraphs. We test the optimality of our condition on the maximal degree for p-uniform hypergraphs that correspond to p-spin glass Hamiltonians acting on n distinguishable spin- 1/2 particles. At the critical threshold p = n1/2 we find a sharp classical-quantum phase transition between the normal distribution and the Wigner semicircle law. The former is characteristic to classical systems with commuting variables, while the latter is a signature of noncommutative random matrix theory. AU - Erdös, László AU - Schröder, Dominik J ID - 2019 IS - 3-4 JF - Mathematical Physics, Analysis and Geometry TI - Phase transition in the density of states of quantum spin glasses VL - 17 ER - TY - JOUR AB - We extend the proof of the local semicircle law for generalized Wigner matrices given in MR3068390 to the case when the matrix of variances has an eigenvalue -1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where the variances of the entries of X may vary. AU - Ajanki, Oskari H AU - Erdös, László AU - Krüger, Torben H ID - 2179 JF - Electronic Communications in Probability TI - Local semicircle law with imprimitive variance matrix VL - 19 ER - TY - JOUR AB - We consider sample covariance matrices of the form X∗X, where X is an M×N matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent (X∗X−z)−1 converges to a multiple of the identity in the sense of quadratic forms. More precisely, we establish sharp high-probability bounds on the quantity ⟨v,(X∗X−z)−1w⟩−⟨v,w⟩m(z), where m is the Stieltjes transform of the Marchenko-Pastur law and v,w∈CN. We require the logarithms of the dimensions M and N to be comparable. Our result holds down to scales Iz≥N−1+ε and throughout the entire spectrum away from 0. We also prove analogous results for generalized Wigner matrices. AU - Bloemendal, Alex AU - Erdös, László AU - Knowles, Antti AU - Yau, Horng AU - Yin, Jun ID - 2225 JF - Electronic Journal of Probability SN - 10836489 TI - Isotropic local laws for sample covariance and generalized Wigner matrices VL - 19 ER - TY - JOUR AB - We prove the universality of the β-ensembles with convex analytic potentials and for any β > 0, i.e. we show that the spacing distributions of log-gases at any inverse temperature β coincide with those of the Gaussian β-ensembles. AU - Erdös, László AU - Bourgade, Paul AU - Yau, Horng ID - 2699 IS - 6 JF - Duke Mathematical Journal TI - Universality of general β-ensembles VL - 163 ER - TY - CONF AB - The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory, were combined in the solution. We also show related results for log-gases that represent a universal model for strongly correlated systems. Finally, in the spirit of Wigner’s original vision, we discuss the extensions of these universality results to more realistic physical systems such as random band matrices. AU - Erdös, László ID - 1507 T2 - Proceedings of the International Congress of Mathematicians TI - Random matrices, log-gases and Hölder regularity VL - 3 ER - TY - JOUR AB - We consider non-interacting particles subject to a fixed external potential V and a self-generated magnetic field B. The total energy includes the field energy β∫B2 and we minimize over all particle states and magnetic fields. In the case of spin-1/2 particles this minimization leads to the coupled Maxwell-Pauli system. The parameter β tunes the coupling strength between the field and the particles and it effectively determines the strength of the field. We investigate the stability and the semiclassical asymptotics, h→0, of the total ground state energy E(β,h,V). The relevant parameter measuring the field strength in the semiclassical limit is κ=βh. We are not able to give the exact leading order semiclassical asymptotics uniformly in κ or even for fixed κ. We do however give upper and lower bounds on E with almost matching dependence on κ. In the simultaneous limit h→0 and κ→∞ we show that the standard non-magnetic Weyl asymptotics holds. The same result also holds for the spinless case, i.e. where the Pauli operator is replaced by the Schrödinger operator. AU - Erdös, László AU - Fournais, Søren AU - Solovej, Jan ID - 2698 IS - 6 JF - Journal of the European Mathematical Society TI - Stability and semiclassics in self-generated fields VL - 15 ER - TY - JOUR AB - We consider random n×n matrices of the form (XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}, where X and Y have independent entries with zero mean and variance one. These matrices are the natural generalization of the Gaussian case, which are known as MANOVA matrices and which have joint eigenvalue density given by the third classical ensemble, the Jacobi ensemble. We show that, away from the spectral edge, the eigenvalue density converges to the limiting density of the Jacobi ensemble even on the shortest possible scales of order 1/n (up to log n factors). This result is the analogue of the local Wigner semicircle law and the local Marchenko-Pastur law for general MANOVA matrices. AU - Erdös, László AU - Farrell, Brendan ID - 2782 IS - 6 JF - Journal of Statistical Physics TI - Local eigenvalue density for general MANOVA matrices VL - 152 ER - TY - JOUR AB - We consider a general class of N × N random matrices whose entries hij are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous results [17] both in the bulk and at the edge. The error bounds are given in terms of the basic small parameter of the model, maxi,j E|hij|2. As a consequence, we prove the universality of the local n-point correlation functions in the bulk spectrum for a class of matrices whose entries do not have comparable variances, including random band matrices with band width W ≫N1-εn with some εn > 0 and with a negligible mean-field component. In addition, we provide a coherent and pedagogical proof of the local semicircle law, streamlining and strengthening previous arguments from [17, 19, 6]. AU - Erdös, László AU - Knowles, Antti AU - Yau, Horng AU - Yin, Jun ID - 2837 IS - 59 JF - Electronic Journal of Probability TI - The local semicircle law for a general class of random matrices VL - 18 ER -