Abstract

AbstractWe consider N × N Hermitian Wigner random matrices H where the probability density for each matrix element is given by the density ν(x) = e−U(x). We prove that the eigenvalue statistics in the bulk are given by the Dyson sine kernel provided that U ∈ C6( \input amssym $\Bbb R$) with at most polynomially growing derivatives and ν(x) ≥ Ce−C|x| for x large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales. © 2010 Wiley Periodicals, Inc.

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