L. Pastur et M. Shcherbina, UNIVERSALITY OF THE LOCAL EIGENVALUE STATISTICS FOR A CLASS OF UNITARY INVARIANT RANDOM-MATRIX ENSEMBLES, Journal of statistical physics, 86(1-2), 1997, pp. 109-147
This paper is devoted to the rigorous proof of the universality conjec
ture of random matrix theory, according to which the limiting eigenval
ue statistics of n x n random matrices within spectral intervals of O(
n(-1)) is determined by the type of matrix (real symmetric, Hermitian,
or quaternion real) and by the density of states. We prove this conje
cture for a certain class of the Hermitian matrix ensembles that arise
in the quantum field theory and have the unitary invariant distributi
on defined by a certain function (the potential in the quantum field t
heory) satisfying some regularity conditions.