Electronic Communications in Probability

Random characteristics for Wigner matrices

Per von Soosten and Simone Warzel

Full-text: Open access

Abstract

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

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

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

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1576119990

Digital Object Identifier
doi:10.1214/19-ECP278

Mathematical Reviews number (MathSciNet)
MR4049087

Zentralblatt MATH identifier
07142646

Subjects
Primary: 15B52: Random matrices

Keywords
local semicircle law random characteristics Wigner matrices

Rights
Creative Commons Attribution 4.0 International License.

Citation

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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References

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