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arXiv 0910.4467math.PRmath-phmath.MP
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一类Hermitian Wigner矩阵在弱矩条件下的普适性

Universality for certain Hermitian Wigner Matrices under weak moment conditions

Kurt Johansson

摘要:

研究了高斯可分Hermitian Wigner矩阵局部特征值统计量的普适性。这些随机矩阵通过将独立的GUE矩阵添加到具有独立元素的Hermitian随机矩阵(Wigner矩阵)而获得。证明了在矩阵元素的四阶矩存在一致界的最优矩条件下,这类随机矩阵的Tracy-Widom普适性在边缘处成立.此外,我们表明,普遍性持有大量的高斯可分维格纳矩阵,如果我们只是假设有限的二阶矩。

英文摘要:

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy-Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality holds in the bulk for Gaussian divisible Wigner matrices if we just assume finite second moments.

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