Universality of the Local Spacing Distributionin Certain Ensembles of Hermitian Wigner Matrices
Abstract
Consider an N×N hermitian random matrix with independent entries, not necessarily Gaussian, a socalled Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, in the limit as N>∞, the same as that of hermitian random matrices from GUE. We prove this conjecture for a certain subclass of hermitian Wigner matrices.
 Publication:

Communications in Mathematical Physics
 Pub Date:
 2001
 DOI:
 10.1007/s002200000328
 arXiv:
 arXiv:mathph/0006020
 Bibcode:
 2001CMaPh.215..683J
 Keywords:

 Mathematical Physics;
 Mathematics  Probability
 EPrint:
 21 pages