Cusp universality for random matrices, II: The real symmetric case

G. Cipolloni, L. Erdös, T.H. Krüger, D.J. Schröder, Pure and Applied Analysis 1 (2019) 615–707.


Journal Article | Published | English
Department
Abstract
We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the complex Hermitian symmetry class, this completes the last remaining case of the Wigner-Dyson-Mehta universality conjecture after bulk and edge universalities have been established in the last years. We extend the recent Dyson Brownian motion analysis at the edge [arXiv:1712.03881] to the cusp regime using the optimal local law from [arXiv:1809.03971] and the accurate local shape analysis of the density from [arXiv:1506.05095, arXiv:1804.07752]. We also present a PDE-based method to improve the estimate on eigenvalue rigidity via the maximum principle of the heat flow related to the Dyson Brownian motion.
Publishing Year
Date Published
2019-10-12
Journal Title
Pure and Applied Analysis
Volume
1
Issue
4
Page
615–707
ISSN
eISSN
IST-REx-ID

Cite this

Cipolloni G, Erdös L, Krüger TH, Schröder DJ. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 2019;1(4):615–707. doi:10.2140/paa.2019.1.615
Cipolloni, G., Erdös, L., Krüger, T. H., & Schröder, D. J. (2019). Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis , 1(4), 615–707. https://doi.org/10.2140/paa.2019.1.615
Cipolloni, Giorgio, László Erdös, Torben H Krüger, and Dominik J Schröder. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis 1, no. 4 (2019): 615–707. https://doi.org/10.2140/paa.2019.1.615.
G. Cipolloni, L. Erdös, T. H. Krüger, and D. J. Schröder, “Cusp universality for random matrices, II: The real symmetric case,” Pure and Applied Analysis , vol. 1, no. 4, pp. 615–707, 2019.
Cipolloni G, Erdös L, Krüger TH, Schröder DJ. 2019. Cusp universality for random matrices, II: The real symmetric case. Pure and Applied Analysis . 1(4), 615–707.
Cipolloni, Giorgio, et al. “Cusp Universality for Random Matrices, II: The Real Symmetric Case.” Pure and Applied Analysis , vol. 1, no. 4, MSP, 2019, pp. 615–707, doi:10.2140/paa.2019.1.615.
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