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Dominik Schröder

Quenched universality for deformed Wigner matrices

Giorgio Cipolloni, László Erdős, Dominik Schröder

Probab. Theory Related FieldsVol. 185 (2023)

Summary

Following Eugene Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.

Abstract

Following E. Wigner’s original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix HH yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly, we prove universality for a monoparametric family of deformed Wigner matrices H+xAH+xA with a deterministic Hermitian matrix AA and a fixed Wigner matrix HH, just using the randomness of a single scalar real random variable xx. Both results constitute quenched versions of bulk universality that has so far only been proven in annealed sense with respect to the probability space of the matrix ensemble.

Paper

2106.10200.pdf