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Mesoscopic eigenvalue statistics of Wigner matrices

Published 4 Mar 2016 in math.PR, math-ph, and math.MP | (1603.01499v2)

Abstract: We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.

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Authors (2)

  1. Yukun He 
  2. Antti Knowles 

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