A universality result for the global fluctuations of the eigenvectors of Wigner matrices

نویسندگان

  • Florent Benaych-Georges
  • FLORENT BENAYCH-GEORGES
چکیده

We prove that for [ui,j ] n i,j=1 the eigenvectors matrix of a Wigner matrix, under some moments conditions, the bivariate random process BB@ X 1≤i≤ns, 1≤j≤nt (|ui,j | − 1/n) CCA (s,t)∈[0,1]2 converges in distribution to a bivariate Brownian bridge. This result has already been proved for GOE and GUE matrices. It is conjectured here that the necessary and sufficient condition, for the result to be true for a general Wigner matrix, is the matching of the moments of orders 1, 2 and 4 of the entries of the Wigner with the ones of a GOE or GUE matrix. Surprisingly, the third moment of the entries of the Wigner matrix has no influence on the limit distribution.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Central limit theorems for eigenvalues of deformations of Wigner matrices

In this paper, we study the fluctuations of the extreme eigenvalues of a spiked finite rank deformation of a Hermitian (resp. symmetric) Wigner matrix when these eigenvalues separate from the bulk. We exhibit quite general situations that will give rise to universality or non universality of the fluctuations, according to the delocalization or localization of the eigenvectors of the perturbatio...

متن کامل

Universality of Wigner Random Matrices

We consider N×N symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure ν with a subexponential decay. We prove that the local eigenvalue statistics in the bulk of the spectrum for these matrices coincide with those of the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Unitary ...

متن کامل

The largest eigenvalue of rank one deformation of large Wigner matrices

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one used by A. Soshnikov (c.f. [12]) in the investigations of classical real or complex Wigner Ensembles. It is based on the computation of moments of traces of hig...

متن کامل

Gaussian Fluctuations of Eigenvalues in Wigner Random Matrices

Abstract. We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an n × n matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian symplectic ensemble (GSE) and let xk denote eigenvalue number k. Under the condition that both k and n − k tend to infinity as n → ∞, we show that xk is normally...

متن کامل

Random Matrices: Universality of Local Eigenvalue Statistics up to the Edge

This is a continuation of our earlier paper [25] on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in [25] from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshnikov [23] for the largest eigenvalues, assuming moment conditions rather than symmetry cond...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017