Open Access
2019 Random characteristics for Wigner matrices
Per von Soosten, Simone Warzel
Electron. Commun. Probab. 24: 1-12 (2019). DOI: 10.1214/19-ECP278

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.

Citation

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Per von Soosten. Simone Warzel. "Random characteristics for Wigner matrices." Electron. Commun. Probab. 24 1 - 12, 2019. https://doi.org/10.1214/19-ECP278

Information

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

zbMATH: 07142646
MathSciNet: MR4049087
Digital Object Identifier: 10.1214/19-ECP278

Subjects:
Primary: 15B52

Keywords: Local semicircle law , random characteristics , Wigner matrices

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