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 - 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
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 -