Electronic Communications in Probability

Random characteristics for Wigner matrices

Per von Soosten and Simone Warzel

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We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.

Article information

Electron. Commun. Probab., Volume 24 (2019), paper no. 75, 12 pp.

Received: 26 June 2019
Accepted: 19 November 2019
First available in Project Euclid: 12 December 2019

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Zentralblatt MATH identifier

Primary: 15B52: Random matrices

local semicircle law random characteristics Wigner matrices

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von Soosten, Per; Warzel, Simone. Random characteristics for Wigner matrices. Electron. Commun. Probab. 24 (2019), paper no. 75, 12 pp. doi:10.1214/19-ECP278. https://projecteuclid.org/euclid.ecp/1576119990

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