UNIVERSALITY OF THE LOCAL EIGENVALUE STATISTICS FOR A CLASS OF UNITARY INVARIANT RANDOM-MATRIX ENSEMBLES

Citation
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
Citations number
18
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
ISSN journal
00224715
Volume
86
Issue
1-2
Year of publication
1997
Pages
109 - 147
Database
ISI
SICI code
0022-4715(1997)86:1-2<109:UOTLES>2.0.ZU;2-A
Abstract
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.